The reactive volatility model (Q2871420)

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The reactive volatility model
scientific article

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    title
    The reactive volatility model (English)
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    author
    Sebastien Valeyre
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    Denis S. Grebenkov
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    Sofiane Aboura
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    Qian Liu
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    publication date
    23 January 2014
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    Identifiers

    Mathematics Subject Classification ID
    91B70
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    62P05
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    62M10
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    91B82
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    zbMATH DE Number
    6249305
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    OpenAlex ID
    W3123354856
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    arXiv ID
    1209.5190
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