Author:
Ivanov Plamen Ch.,Podobnik Boris,Lee Youngki,Stanley H.Eugene
Subject
Condensed Matter Physics,Statistics and Probability
Cited by
23 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. Pricing turbo warrants under mixed-exponential jump diffusion model;Physica A: Statistical Mechanics and its Applications;2016-06
2. Pricing foreign equity option with stochastic volatility;Physica A: Statistical Mechanics and its Applications;2015-11
3. Empirical scaling laws and the aggregation of non-stationary data;Physica A: Statistical Mechanics and its Applications;2013-10
4. Correlation of financial markets in times of crisis;Physica A: Statistical Mechanics and its Applications;2012-01
5. Lévy sections vs. partial sums of heteroscedastic time series;EPL (Europhysics Letters);2011-12-01