Time reversal invariance in finance (Q3645195)

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Time reversal invariance in finance
scientific article

    Statements

    title
    Time reversal invariance in finance (English)
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    publication date
    16 November 2009
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    zbMATH Keywords
    time reversal symmetry
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    ARCH processes
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    stochastic volatility processes
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    author
    Gilles Zumbach
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    62M10
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    zbMATH DE Number
    5633775
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    OpenAlex ID
    W3125621989
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    arXiv ID
    0708.4022
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