Volatility in financial markets: Stochastic models and empirical results (Q1850396): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: cond-mat/0202527 / rank | |||
Normal rank |
Revision as of 22:23, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Volatility in financial markets: Stochastic models and empirical results |
scientific article |
Statements
Volatility in financial markets: Stochastic models and empirical results (English)
0 references
3 December 2002
0 references
probability density function
0 references
lognormal model
0 references
Hull and White model
0 references