From Market Data to Agent-Based Models and Stochastic Differential Equations (Q2832858)

From MaRDI portal
scientific article
Language Label Description Also known as
English
From Market Data to Agent-Based Models and Stochastic Differential Equations
scientific article

    Statements

    From Market Data to Agent-Based Models and Stochastic Differential Equations (English)
    0 references
    0 references
    15 November 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    fractional volatility
    0 references
    arbitrage
    0 references
    completeness
    0 references
    agent-based models
    0 references
    0 references