Pages that link to "Item:Q1409097"
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The following pages link to An empirical model of volatility of returns and option pricing (Q1409097):
Displaying 5 items.
- Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629) (← links)
- Thermodynamic analogies in economics and finance: instability of markets (Q1409098) (← links)
- Scaling, correlations, and cascades in finance and turbulence (Q1409099) (← links)
- Variable step random walks and self-similar distributions (Q2492829) (← links)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)