Time-delayed stochastic volatility model (Q2077847)

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Time-delayed stochastic volatility model
scientific article

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    title
    Time-delayed stochastic volatility model (English)
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    author
    Hyeong-Ohk Bae
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    Seung-Yeal Ha
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    Myeongju Kang
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    Hyuncheul Lim
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    Yongsik Kim
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    Jane Yoo
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    published in
    Physica D
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    publication date
    22 February 2022
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    zbMATH Keywords
    aggregation
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    Cucker-Smale mechanism
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    flocking
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    regime-switching
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    time-delay
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    cites work
    Q5423050
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    Q4372026
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    Q3680030
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    Identifiers

    zbMATH DE Number
    7479427
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    OpenAlex ID
    W3214592727
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