Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference39 articles.
1. Dynamic optimal execution in a mixed market-impact Hawkes price model;Alfonsi;Finance and Stochastics,2016
2. The pricing of options and corporate liabilities;Black;J Polit Econ,1973
3. Studies of stock price volatility changes;Black,1976
4. ARCH models;Bollerslev,1994
5. Theory of Financial Risks and Derivative Pricing;Bouchaud,2004
Cited by
13 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