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The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model

BORMETTI, GIACOMO;MONTAGNA, GUIDO;
2010-01-01
2010
Proceedings of APFA7: Applications of Physics in Financial Analysis & Tokyo Tech - Hitotsubashi Interdisciplinary Conference
Takayasu M., Watanabe T., Ikeda Y., Takayasu H.
The Physics category includes resources of a broad, general nature that contain materials from all areas of physics, The category also includes resources specifically concerned with the following physics sub-fields: mathematical physics, particle and nuclear physics, physics of fluids and plasmas, quantum physics, and theoretical physics.
JOURNAL OF PHYSICS. CONFERENCE SERIES
Sì, ma tipo non specificato
Inglese
contributo
APFA7: Applications of Physics in Financial Analysis & Tokyo Tech - Hitotsubashi Interdisciplinary Conference
01/03/2009 - 05/03/2009
Tokyo, Japan
Internazionale
STAMPA
221
012014
IOP
http://iopscience.iop.org/1742-6596/221/1/012014
none
Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo; Montagna, Guido; Nicrosini, Oreste
273
info:eu-repo/semantics/conferenceObject
5
4 Contributo in Atti di Convegno (Proceeding)::4.1 Contributo in Atti di convegno
4.1 Contributo in Atti di convegno
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/443225
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