Author:
Silva A.Christian,Yakovenko Victor M.
Subject
Condensed Matter Physics,Statistics and Probability
Reference5 articles.
1. J.P. Fouque, G. Papanicolaou, K.R. Sircar, Derivatives in Financial Markets with Stochastic Volatility, Cambridge University Press, Cambridge, 2000; Int. J. Theor. Appl. Finance 3 (2000) 101.
2. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
3. A. Drăgulescu, V.M. Yakovenko, preprint http://lanl.arXiv.org/abs/cond-mat/0203046, Quantitative Finance 2 (2002) 443.
4. Handbook of Stochastic Methods for Physics, Chemistry, and the Natural Sciences;Gardiner,1993
5. Yahoo Finance, http://finance.yahoo.com/. The data were downloaded for ∧DJI (Dow-Jones), ∧GSPC (S&P500), and ∧IXIC (Nasdaq).
Cited by
49 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