Stochastic volatility models and their application to german dax data

Fluctuation and Noise Letters

Volumn 4, Issue 4, 2004, Pages

  Remer, Ralf ^a   Mahnke, Reinhard ^a  

^a UNIVERSITY OF ROSTOCK   (Germany)

Author keywords

Econophysics; Financial markets; Langevin equation; Stochastic processes

Indexed keywords

EID: 23244458643     PISSN: 02194775     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219477504002166     Document Type: Article

References (18)

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