First-passage and risk evaluation under stochastic volatility.
about
Extreme values and the level-crossing problem: an application to the Feller process.Reverse resonance in stock prices of financial system with periodic information.Scaling properties and universality of first-passage-time probabilities in financial markets.Default risk modeling beyond the first-passage approximation: extended Black-Cox model.Nonstationary Feller process with time-varying coefficients.
P2860
First-passage and risk evaluation under stochastic volatility.
description
2009 nî lūn-bûn
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2009年の論文
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2009年学术文章
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2009年学术文章
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2009年学术文章
@zh-cn
2009年学术文章
@zh-hans
2009年学术文章
@zh-my
2009年学术文章
@zh-sg
2009年學術文章
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2009年學術文章
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name
First-passage and risk evaluation under stochastic volatility.
@en
First-passage and risk evaluation under stochastic volatility.
@nl
type
label
First-passage and risk evaluation under stochastic volatility.
@en
First-passage and risk evaluation under stochastic volatility.
@nl
prefLabel
First-passage and risk evaluation under stochastic volatility.
@en
First-passage and risk evaluation under stochastic volatility.
@nl
P2860
P1433
P1476
First-passage and risk evaluation under stochastic volatility
@en
P2860
P304
P356
10.1103/PHYSREVE.80.016108
P407
P433
P577
2009-07-13T00:00:00Z