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A correlated stochastic volatility model measuring leverage and other stylized facts
Masoliver, Jaume; Perelló, Josep - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 541-562
Persistent link: https://www.econbiz.de/10001687146
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Physicists attempt to scale the ivory towers of finance
Farmer, J. Doyne - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 311-333
Persistent link: https://www.econbiz.de/10001522880
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A simple model for the nonequilibrium dynamics and evolution of a financial market
Farmer, J. Doyne - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 425-441
Persistent link: https://www.econbiz.de/10001522917