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Stochastic process
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ECONIS (ZBW)
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Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
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Analytical path-integral pricing of deterministic moving-barrier options under non-gaussian distributions
Catalão, André
;
Rosenfeld, Rogério
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
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3
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
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4
Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet
- In:
Journal of business & economics research
12
(
2014
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
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5
Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR
Maglione, Federico
-
2015
Persistent link: https://www.econbiz.de/10011632222
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