Author:
Wang Xiao-Tian,Li Zhe,Zhuang Le
Funder
National Natural Science Foundation of China
Subject
Condensed Matter Physics,Statistics and Probability
Reference36 articles.
1. Quantifying extremely rare and less rare events in finance;Stanley;Physica A,2007
2. A statistical physics view of financial fluctuations: Evidence for scaling and universality;Stanley;Physica A,2008
3. The Black–Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic process;Bouchaud;J. Phys. I Finance,1994
4. Scaling of Lévy-Student processes;Grothe;Physica A,2010
5. C.de. Jong, R. Huisman, From skews to a skewed-t: modeling option implied returns by a skewed Student-t, in: Computational Intelligence for Financial Engineering, CIFER, Proceedings of the IEEE/IAFE/INFORMS 2000 Conference, Feb. 2000.
Cited by
2 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