APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (Q5300024)

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scientific article; zbMATH DE number 6180193
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APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY
scientific article; zbMATH DE number 6180193

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    APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (English)
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    24 June 2013
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    Cucker-Smale model
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    Heston model
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    flocking
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    stochastic volatility
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    option in currency forward
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