Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables (Q3615535)
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scientific article; zbMATH DE number 5530341
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| English | Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables |
scientific article; zbMATH DE number 5530341 |
Statements
Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables (English)
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20 March 2009
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extreme value-based volatility
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market dynamics
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mathematical finance and economics
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nonlinear dynamical systems
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numerical solution of differential equations
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parametric sensitivity analysis
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quantitative finance
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0.7720963358879089
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0.7383913993835449
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0.7208114266395569
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0.6923393607139587
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0.6902604103088379
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