Modeling Asset Prices

DOI10.1007/978-3-642-17254-0_2zbMath1229.91133OpenAlexW1579848960MaRDI QIDQ3112452

James E. Gentle, Wolfgang Karl Härdle

Publication date: 10 January 2012

Published in: Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-17254-0_2

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80)

Cites Work

• Financial modeling under non-Gaussian distributions.
• Handbook of computational economics. Vol. 2: Agent-based computational economics
• Numerical solution of stochastic differential equations with jumps in finance
• ARCH models and financial applications
• Financial Modelling with Jump Processes
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