Pages that link to "Item:Q4906506"
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The following pages link to Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506):
Displaying 5 items.
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- The asymptotic smile of a multiscaling stochastic volatility model (Q681999) (← links)
- Evolutionary model of stock markets (Q1783194) (← links)
- General Smile Asymptotics with Bounded Maturity (Q2832614) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
