Pages that link to "Item:Q3619056"

The following pages link to VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056):

Displaying 50 items.

• Editorial: ecological complex systems (Q977904) (← links)
• Role of noise in a market model with stochastic volatility (Q978895) (← links)
• Roles of capital flow on the stability of a market system (Q1618608) (← links)
• The roles of mean residence time on herd behavior in a financial market (Q1619886) (← links)
• Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
• A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
• The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
• Stability of the stochastic model for power markets with interval parameters (Q1793425) (← links)
• Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
• Dynamic risk resonance between crude oil and stock market by econophysics and machine learning (Q2096786) (← links)
• Nonlinear analysis of memcapacitor-based hyperchaotic oscillator by using adaptive multi-step differential transform method (Q2113109) (← links)
• Fluctuations-induced regime shifts in the endogenous credit system with time delay (Q2120461) (← links)
• The stochastic P-bifurcation analysis of the impact system via the most probable response (Q2131618) (← links)
• Random diffusivity models for scaled Brownian motion (Q2131622) (← links)
• A novel stochastic resonance model based on bistable stochastic pooling network and its application (Q2131720) (← links)
• Noise and delay enhanced stability in tumor-immune responses to chemotherapy system (Q2137512) (← links)
• Forecasting the crude oil prices based on econophysics and Bayesian approach (Q2139336) (← links)
• Stability of financial market driven by information delay and liquidity in delay agent-based model (Q2145000) (← links)
• The stochastic resonance for the incidence function model of metapopulation (Q2145199) (← links)
• An equivalent analytical method to deal with cross-correlated exponential type noises in the nonlinear dynamic system (Q2145464) (← links)
• Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
• Nonlinear analysis and minimum \(\mathrm{L}_2\)-norm control in memcapacitor-based hyperchaotic system via online particle swarm optimization (Q2162250) (← links)
• An HIV latent infection model with cell-to-cell transmission and stochastic perturbation (Q2162251) (← links)
• Coherence resonance-like and efficiency of financial market (Q2163739) (← links)
• A simple fractional-order chaotic system based on memristor and memcapacitor and its synchronization application (Q2169565) (← links)
• Ergodic property, extinction and density function of a stochastic SIR epidemic model with nonlinear incidence and general stochastic perturbations (Q2169625) (← links)
• Stochastic effects on an HIV/AIDS infection model with incomplete diagnosis (Q2169632) (← links)
• Dynamics of stochastic predator-prey systems with continuous time delay (Q2169749) (← links)
• Collective resonant behaviors in two coupled fluctuating-mass oscillators with tempered Mittag-Leffler memory kernel (Q2170329) (← links)
• Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
• Valuation of lookback option under uncertain volatility model (Q2171467) (← links)
• The stochastic incentive effect of venture capital in partnership systems with the asymmetric bistable Cobb-Douglas utility (Q2206060) (← links)
• Monitoring Lévy-process crossovers (Q2211998) (← links)
• Lévy noise-induced transition and stochastic resonance in a tumor growth model (Q2243400) (← links)
• A novel method to simulate the 3D chlorophyll distribution in marine oligotrophic waters (Q2246992) (← links)
• The risks and returns of stock investment in a financial market (Q2284015) (← links)
• Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
• Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
• Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods (Q2668299) (← links)
• Multiple sawtooth-shape current reversals of traveling wave system (Q2669407) (← links)
• Nonlinear analysis and chaos synchronization of a memristive-based chaotic system using adaptive control technique in noisy environments (Q2680093) (← links)
• Modeling of Sensory Characteristics Based on the Growth of Food Spoilage Bacteria (Q4607528) (← links)
• Noise Induced Phenomena in the Dynamics of Two Competing Species (Q4607530) (← links)
• Bifurcations in a Time-Delayed Birhythmic Biological System with Fractional Derivative and Lévy Noise (Q5064592) (← links)
• (Q5096563) (← links)
• Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics (Q5225795) (← links)
• Modeling market impact and timing risk in volume time (Q5420710) (← links)
• New trends in nonequilibrium statistical mechanics: classical and quantum systems (Q5856923) (← links)
• Stochastic bifurcation for two-time-scale dynamical system with α-stable Lévy noise (Q5857545) (← links)
• Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise (Q5874042) (← links)