APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (Q5300024): Difference between revisions

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+Stochastic flocking dynamics of the Cucker–Smale model with multiplicative white noises
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+MATHEMATICS AND COMPLEXITY OF MULTI-PARTICLE SYSTEMS
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+ON THE MATHEMATICAL THEORY OF THE DYNAMICS OF SWARMS VIEWED AS COMPLEX SYSTEMS
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+The Pricing of Options and Corporate Liabilities
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+FROM EMPIRICAL DATA TO INTER-INDIVIDUAL INTERACTIONS: UNVEILING THE RULES OF COLLECTIVE ANIMAL BEHAVIOR
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+Emergent Behavior in Flocks
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+Q4509488
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+EMERGENCE OF MULTI-CLUSTER CONFIGURATIONS FROM ATTRACTIVE AND REPULSIVE INTERACTIONS
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+Emergence of time-asymptotic flocking in a stochastic Cucker-Smale system
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+A simple proof of the Cucker-Smale flocking dynamics and mean-field limit
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+On the aggregation of information in competitive markets
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+A Model of Intertemporal Asset Prices Under Asymmetric Information
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+Q2707382
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