Author:
Baños D. R.,Di Nunno G.,Haferkorn H. H.,Proske F.
Publisher
Springer International Publishing
Reference38 articles.
1. Anh, V., Inoue, A.: Financial markets with memory I. Dynamic models. Stoch. Anal. Appl. 23(2), 275–300 (2005)
2. Anh, V., Inoue, A., Kasahara, Y.: Financial markets with memory II. Dynamic models. Stoch. Anal. Appl. 23(2), 301–328 (2005)
3. Appleby, J.A.D., Rodkina, A., Swords, C.: Fat tails and bubbles in a discrete time model of an inefficient financial market. Proc. Dyn. Sys. Appl. 5, 35–45 (2008)
4. Aronszajn, N.: Differentiability of Lipschitz mappings between Banach spaces. Stud. Math. T. LVIII, 147–190 (1976)
5. Arriojas, M., Hu, Y., Mohammed, S.-E.A., Pap, G.: A delayed Black and Scholes formula. J. Stoch. Anal. Appl. 25(2), 471–492 (2007)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Sensitivity analysis in the infinite dimensional Heston model;Infinite Dimensional Analysis, Quantum Probability and Related Topics;2021-06