Combined multiplicative-Heston model for stochastic volatility (Q2143315): Difference between revisions

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+Stable and generalized-\(t\) distributions and applications
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+Long memory behavior of returns after intraday financial jumps
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+Probability distribution of returns in the Heston model with stochastic volatility*
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+Microstructure models with short-term inertia and stochastic volatility
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+EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING
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+BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES
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+The Fokker-Planck equation. Methods of solutions and applications.
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+Stochastic Processes for Physicists
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+A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE  AND OTHER STYLIZED FACTS
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+Multiple time scales in volatility and leverage correlations: a stochastic volatility model
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+Distribution of wealth in a network model of the economy
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+Publication:2143315