Pages that link to "Item:Q2990565"
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The following pages link to Analysis and simulation of stock price in a stochastic volatility model with jumps (Q2990565):
Displaying 7 items.
- Stochastic modeling of stock price process induced from the conjugate heat equation (Q1783272) (← links)
- Analysis of incomplete stock market with jump-diffusion uncertainty (Q1868950) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- (Q3180864) (← links)
- A slightly depressing jump model: intraday volatility pattern simulation (Q4554418) (← links)
- Computational Science – ICCS 2005 (Q5709659) (← links)
- Modelling of stock price changes: a real analysis approach (Q5926471) (← links)