Pages that link to "Item:Q1618960"
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The following pages link to Stochastic differential equations applied to the study of geophysical and financial time series (Q1618960):
Displaying 7 items.
- Use of wavelets techniques to discriminate between explosions and natural earthquakes (Q1619580) (← links)
- Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies (Q1620593) (← links)
- Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models (Q2148604) (← links)
- Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
- Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type Lévy processes (Q2278860) (← links)
- Modeling high frequency stock market data by using stochastic models (Q5085210) (← links)
- Nonintrusive Polynomial Chaos Expansions for Sensitivity Analysis in Stochastic Differential Equations (Q5269869) (← links)
