Author:
Rezaei M.,Yazdanian A.R.,Ashrafi A.,Mahmoudi S.M.
Subject
Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation
Reference26 articles.
1. Survey of the related literature;Mandler,2003
2. Option risk measurement with time-dependent parameters;Lo;Int. J. Theor. Appl. Finance,2000
3. Long memory and chaotic models of prices on the London metal exchange;Panas;Resour. Policy,2001
4. Fractional Langevin model of memory in financial time series;Picozzi;Phys. Rev. E,2002
5. Pricing model for equity warrants in a mixed fractional brownian environment and its algorithm;Xiao;Physica A,2012
Cited by
18 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