Pages that link to "Item:Q4371997"

The following pages link to A Microeconomic Approach to Diffusion Models For Stock Prices (Q4371997):

Displaying 32 items.

• Probabilistic aspects of finance (Q373529) (← links)
• Conditional distributions, exchangeable particle systems, and stochastic partial differential equations (Q405502) (← links)
• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
• Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
• Stock market dynamics created by interacting agents (Q995852) (← links)
• From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (Q1620384) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Microfoundations for diffusion price processes (Q1932534) (← links)
• Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
• The self-financing equation in limit order book markets (Q1999602) (← links)
• Broken detailed balance and non-equilibrium dynamics in noisy social learning models (Q2067461) (← links)
• The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
• Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
• Hybrid stochastic local unit roots (Q2295812) (← links)
• On non-ergodic asset prices (Q2464015) (← links)
• Delta hedging strategies comparison (Q2464246) (← links)
• MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES (Q3022089) (← links)
• ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915) (← links)
• STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET (Q3094465) (← links)
• Calibration of a nonlinear feedback option pricing model (Q3439871) (← links)
• Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
• Market Influence of Portfolio Optimizers (Q3502200) (← links)
• QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS (Q3503185) (← links)
• Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
• Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161) (← links)
• A DIFFUSION MODEL FOR ELECTRICITY PRICES (Q4419296) (← links)
• Stability of linear stochastic difference equations in strategically controlled random environments (Q4454108) (← links)
• General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555) (← links)
• (Q4997920) (← links)
• AN EQUILIBRIUM-BASED MODEL OF STOCK-PINNING (Q5297238) (← links)
• INFORMED OPPORTUNISTIC TRADING AND PRICE OPTIMAL CONTROL (Q5696840) (← links)
• Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)