Extreme times for volatility processes

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 75, Issue 4, 2007, Pages

  Masoliver, Jaume ^a   Perelló, Josep ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC ANALYSIS; DIFFUSION; FINANCE; MATHEMATICAL MODELS; STATISTICAL METHODS; STOCHASTIC CONTROL SYSTEMS; VAPORIZATION;

ASYMPTOTIC APPROXIMATIONS; FINANCIAL MARKETS; MECHANICAL PROCESSES; WIENER PROCESS;

SYSTEMS ANALYSIS;

EID: 34247398765     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.75.046110     Document Type: Article

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