From market data to agent-based models and stochastic differential equations (Q2832858)
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scientific article; zbMATH DE number 6652905
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| English | From market data to agent-based models and stochastic differential equations |
scientific article; zbMATH DE number 6652905 |
Statements
From Market Data to Agent-Based Models and Stochastic Differential Equations (English)
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15 November 2016
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fractional volatility
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arbitrage
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completeness
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agent-based models
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0.7113689184188843
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0.7111098170280457
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