Pages that link to "Item:Q978895"
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The following pages link to Role of noise in a market model with stochastic volatility (Q978895):
Displaying 42 items.
- Real and financial interacting markets: a behavioral macro-model (Q502027) (← links)
- An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← 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)
- Filtering for partially observed diffusion and its applications (Q1673260) (← 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)
- Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
- A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
- Increase in equilibrium price by fast oscillations (Q1728952) (← 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)
- Fluctuations-induced regime shifts in the endogenous credit system with time delay (Q2120461) (← 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)
- An application of mean escape time and metapopulation on forestry catastrophe insurance (Q2150171) (← links)
- The time delay restraining the herd behavior with Bayesian approach (Q2150950) (← links)
- An approach for measuring corporation financial stability by econophysics and Bayesian method (Q2161736) (← links)
- Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
- Coherence resonance-like and efficiency of financial market (Q2163739) (← 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)
- Coherence and anti-coherence resonance of corporation finance (Q2201471) (← links)
- The stochastic incentive effect of venture capital in partnership systems with the asymmetric bistable Cobb-Douglas utility (Q2206060) (← 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)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← 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)
- Dynamics of a binary option market with exogenous information and price sensitivity (Q2684068) (← links)
- The effect of external noise on the dynamics of speculative markets (Q2764610) (← links)
- Time-dependent probability density functions and information geometry in stochastic logistic and Gompertz models (Q3302913) (← links)
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← 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)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
- Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution (Q6167687) (← links)
- The roles of extrinsic periodic information on the stability of stock price (Q6176894) (← links)
- Collective dynamics of fluctuating-damping coupled oscillators in network structures: stability, synchronism, and resonant behaviors (Q6539629) (← links)
- Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems (Q6592534) (← links)
