Time-delayed stochastic volatility model
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Publication:2077847
DOI10.1016/j.physd.2021.133088zbMath1483.91219OpenAlexW3214592727MaRDI QIDQ2077847
Hyuncheul Lim, Myeongju Kang, Jane Yoo, Hyeong-Ohk Bae, Yongsik Kim, Seung-Yeal Ha
Publication date: 22 February 2022
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2021.133088
Related Items (3)
Effect of time delay on flocking dynamics ⋮ The stochastic delayed Cucker-Smale system in a harmonic potential field ⋮ Collective behaviors of stochastic agent-based models and applications to finance and optimization
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