Pages that link to "Item:Q3634880"
From MaRDI portal
The following pages link to Theory of Financial Risk and Derivative Pricing (Q3634880):
Displayed 33 items.
- Harnessing inequality (Q521777) (← links)
- Fractional-moment capital asset pricing model (Q603474) (← links)
- Stochastic flow cascades (Q664572) (← links)
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
- Statistics of strength of ceramics: finite weakest-link model and necessity of zero threshold (Q841962) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- Fear and its implications for stock markets (Q978804) (← links)
- A nonextensive approach to the dynamics of financial observables (Q978850) (← links)
- From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin (Q1783196) (← links)
- Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
- An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
- The quantum dark side of the optimal control theory (Q2155431) (← links)
- PCA meets RG (Q2401447) (← links)
- The reactive volatility model (Q2871420) (← links)
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921) (← links)
- Fundamentalists, chartists and asset pricing anomalies (Q4619488) (← links)
- Semi-Markov Model for Market Microstructure (Q4682482) (← links)
- Ensemble properties of high-frequency data and intraday trading rules (Q4683008) (← links)
- Reaction to Extreme Events in a Minimal Agent Based Model (Q4687377) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- Econophysics and Physical Economics (Q5001148) (← links)
- (Q5010356) (← links)
- Graph theoretical representations of equity indices and their centrality measures (Q5014184) (← links)
- A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
- Maximum principle for certain generalized time and space fractional diffusion equations (Q5179415) (← links)
- Instanton based importance sampling for rare events in stochastic PDEs (Q5227580) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- Dynamic instability in a phenomenological model of correlated assets (Q5239296) (← links)
- Log Student’s<i>t</i>-distribution-based option sensitivities: Greeks for the Gosset formulae (Q5397462) (← links)
- Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)
- A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy (Q5855892) (← links)
- Preface: new trends in first-passage methods and applications in the life sciences and engineering (Q5869963) (← links)
- Fractality of profit landscapes and validation of time series models for stock prices (Q6176837) (← links)