Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables (Q3615535)

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Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables
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    Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables (English)
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    20 March 2009
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    extreme value-based volatility
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    market dynamics
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    mathematical finance and economics
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    nonlinear dynamical systems
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    numerical solution of differential equations
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    parametric sensitivity analysis
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    quantitative finance
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