A mathematical model for volatility flocking with a regime switching mechanism in a stock market (Q5255197)
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scientific article; zbMATH DE number 6445357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mathematical model for volatility flocking with a regime switching mechanism in a stock market |
scientific article; zbMATH DE number 6445357 |
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A mathematical model for volatility flocking with a regime switching mechanism in a stock market (English)
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12 June 2015
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Cucker-Smale model
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geometric Brownian motion
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flocking
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regime switching votality
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Wiener process
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