Role of noise in a market model with stochastic volatility

European Physical Journal B

Volumn 53, Issue 3, 2006, Pages 405-409

  Bonanno, G ^a   Valenti, D ^a   Spagnolo, B ^a  

^a UNIVERSITY OF PALERMO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; INVENTORY CONTROL; MARKETING; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; RANDOM PROCESSES;

CUBIC NONLINEARITIES; HESTON MODELS; NOISE ENHANCED STABILITY (NES); STOCHASTIC VOLATILITY;

ACOUSTIC NOISE;

EID: 33750444969     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2006-00388-1     Document Type: Article

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