Volatility in financial markets: Stochastic models and empirical results (Q1850396): Difference between revisions

@@ Property / author @@
-Rosario Nunzio Mantegna
@@ Property / author: Rosario Nunzio Mantegna / rank @@
-Normal rank
@@ Property / author @@
+Rosario Nunzio Mantegna
@@ Property / author: Rosario Nunzio Mantegna / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+cond-mat/0202527
@@ Property / arXiv ID: cond-mat/0202527 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Power laws in economics and finance: some ideas from physics
+Normal rank
@@ Property / OpenAlex ID @@
+W2045967365
@@ Property / OpenAlex ID: W2045967365 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1850396