Pages that link to "Item:Q4654137"
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The following pages link to A stochastic delay financial model (Q4654137):
Displaying 17 items.
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- Portfolio theory of optimal isometric force production: variability predictions and nonequilibrium fluctuation-dissipation theorem (Q637817) (← links)
- An existence theorem for stochastic functional differential equations with delays under weak assumptions (Q956352) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Perturbed nonlocal stochastic functional differential equations (Q2006998) (← links)
- Time-delayed stochastic volatility model (Q2077847) (← links)
- Fluctuations-induced regime shifts in the endogenous credit system with time delay (Q2120461) (← links)
- Effect of time delay on flocking dynamics (Q2167939) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- Delay Stochastic Models in Finance (Q2958818) (← links)
- A Delayed Black and Scholes Formula (Q3444689) (← links)
- A Dynamical Theory for Singular Stochastic Delay Differential Equations I: Linear Equations and a Multiplicative Ergodic Theorem on Fields of Banach Spaces (Q5037779) (← links)
- Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise (Q5046309) (← links)
- An impulsive delay discrete stochastic neural network fractional-order model and applications in finance (Q5086845) (← links)
- A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION (Q5242401) (← links)
- An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)
- A model specification test for nonlinear stochastic diffusions with delay (Q6635304) (← links)
