Stochastic volatility models and Kelvin waves (Q3524284): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q992161 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Alexander Lipton-Lifschitz / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1088/1751-8113/41/34/344012 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121766588 / rank | |||
Normal rank | |||
Latest revision as of 02:12, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models and Kelvin waves |
scientific article |
Statements
Stochastic volatility models and Kelvin waves (English)
0 references
9 September 2008
0 references
stochastic volatility models
0 references
Stein and Stein model
0 references
Heston model
0 references
model implementation
0 references
Kelvin method
0 references
