Турбулентность и модель мультипликативного каскада волатильности

DOI10.20948/mm-2020-12-04zbMath1454.91258OpenAlexW3101944246MaRDI QIDQ5141845

A. A. Pekhterev, E. E. Nikulin

Publication date: 19 December 2020

Published in: Математическое моделирование (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/mm4242

zbMATH Keywords

turbulencevolatility modelfinancial market

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

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