Variable diffusion in stock market fluctuations (Q1783265): Difference between revisions

@@ 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 @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of non‐Gaussian option pricing
@@ Property / cites work: A theory of non‐Gaussian option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+A MATHEMATICAL APPROACH TO ORDER BOOK MODELING
@@ Property / cites work: A MATHEMATICAL APPROACH TO ORDER BOOK MODELING / rank @@
+Normal rank
@@ Property / cites work @@
+Variable step random walks and self-similar distributions
+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 @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Dynamics of Markets
@@ Property / cites work: Dynamics of Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus and Differential Equations for Physics and Finance
+Normal rank
@@ Property / cites work @@
+Multi-scaling in finance
@@ Property / cites work: Multi-scaling in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?
+Normal rank
@@ Property / cites work @@
+Switching phenomena in a system with no switches
@@ Property / cites work: Switching phenomena in a system with no switches / rank @@
+Normal rank
@@ Property / cites work @@
+Switching processes in financial markets
@@ Property / cites work: Switching processes in financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Econophysics of order-driven markets. Proceedings of the 5th Econophys-Kolkata conference, Kolkata, India, March 2010
+Normal rank