APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (Q5300024)
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scientific article; zbMATH DE number 6180193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY |
scientific article; zbMATH DE number 6180193 |
Statements
APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (English)
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24 June 2013
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Cucker-Smale model
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Heston model
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flocking
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stochastic volatility
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option in currency forward
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