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![]() Date: 2013-01-15 17:47:44Options Stochastic differential equations Stochastic calculus Volatility Stochastic volatility Gaussian process Normal distribution Black–Scholes Long-range dependency Statistics Stochastic processes Mathematical finance | Add to Reading List |
![]() | Stochastic Volatility with Long�Range DependenceDocID: 17NaC - View Document |
![]() | Proceedings of the 2005 International Conference on Simulation and Modeling V. Kachitvichyanukul, U. Purintrapiban, P. Utayopas, eds. 1 MODELING FINANCIAL DATADocID: 17wXF - View Document |
![]() | Trend Analysis of Ozone and Nitrogen Oxides in Sydney Using A Long Range Dependence Time Series Model M. Azzia and H. Ducb a CSIRO, Division of Energy Technology PO Box 136, North Ryde, NSW 2113.DocID: 15DgR - View Document |
![]() | Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin SchlatherDocID: 132Tq - View Document |
![]() | egu_logo_without_circle_greyDocID: 11H9l - View Document |