Volatility of volatility of financial markets
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Publication:1596909
DOI10.1016/S0895-7177(99)00048-5zbMath0992.91039OpenAlexW3123702056MaRDI QIDQ1596909
Publication date: 5 May 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(99)00048-5
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- Application of statistical mechanics methodology to term-structure bond- pricing models
- Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
- Statistical mechanics of nonlinear nonequilibrium financial markets
- The Mathematics of Financial Derivatives
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