scientific article; zbMATH DE number 7604955
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Publication:5043261
Publication date: 21 October 2022
Full work available at URL: http://mathnet.ru/eng/vtgu188
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Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Financial markets (91G15)
Uses Software
Cites Work
- Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
- Application of the heston and hull–white models to german dax data
- Empirical properties of asset returns: stylized facts and statistical issues
- Probability distribution of returns in the Heston model with stochastic volatility*
- A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
- Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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