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The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
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Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Urama, Thomas Chinwe; Ezepue, Patrick Oseloka - In: Journal of mathematical finance 8 (2018) 4, pp. 640-667
Persistent link: https://www.econbiz.de/10012016532
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Extended model of stock price behaviour
Koning, Nico; Cassidy, Daniel T.; Ouyed, Rachid - In: Journal of mathematical finance 8 (2018) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011846103