Pages that link to "Item:Q3619056"
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The following pages link to VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056):
Displayed 11 items.
- Editorial: ecological complex systems (Q977904) (← links)
- Roles of capital flow on the stability of a market system (Q1618608) (← links)
- The roles of mean residence time on herd behavior in a financial market (Q1619886) (← links)
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
- The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
- Stability of the stochastic model for power markets with interval parameters (Q1793425) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Modeling of Sensory Characteristics Based on the Growth of Food Spoilage Bacteria (Q4607528) (← links)
- Noise Induced Phenomena in the Dynamics of Two Competing Species (Q4607530) (← links)