Super-diffusive noise source in asset dynamics
Year of publication: |
2013
|
---|---|
Authors: | Hongler, Max-Olivier |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 53-58
|
Subject: | Black-Scholes Dynamics | Non-Gaussian Volatility | Optimal Stopping | Adaptive Optimal Control | Exact Solutions | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Dynamische Optimierung | Dynamic programming | Noise Trading | Noise trading |
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