Pages that link to "Item:Q1665369"
From MaRDI portal
The following pages link to Microstructure models with short-term inertia and stochastic volatility (Q1665369):
Displaying 4 items.
- Convergence rates for residual branching particle filters (Q508964) (← links)
- Residual and stratified branching particle filters (Q1654240) (← links)
- Combined multiplicative-Heston model for stochastic volatility (Q2143315) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
