Fat tails and colored noise in financial derivatives (Q1850392): Difference between revisions
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| Property / cites work: Empirical properties of asset returns: stylized facts and statistical issues / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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| Property / cites work: The effect of non-ideal market conditions on option pricing / rank | |||
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Latest revision as of 10:08, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fat tails and colored noise in financial derivatives |
scientific article |
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Fat tails and colored noise in financial derivatives (English)
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3 December 2002
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