2

Continuous-time random-walk model for financial distributions

Year:
2003
Language:
english
File:
PDF, 109 KB
english, 2003
6

Random walk with hyperbolic probabilities

Year:
2020
Language:
english
File:
PDF, 1.45 MB
english, 2020
8

Local Vega Index and Variance Reduction Methods

Year:
2003
Language:
english
File:
PDF, 127 KB
english, 2003
9

Parrondo-like behavior in continuous-time random walks with memory

Year:
2011
Language:
english
File:
PDF, 858 KB
english, 2011
11

Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model

Year:
2003
Language:
english
File:
PDF, 248 KB
english, 2003
12

Predator–prey model for stock market fluctuations

Year:
2020
Language:
english
File:
PDF, 1.06 MB
english, 2020
16

On properties of continuous-time random walks with non-Poissonian jump-times

Year:
2009
Language:
english
File:
PDF, 826 KB
english, 2009
17

Perpetual American options within CTRWs

Year:
2008
Language:
english
File:
PDF, 299 KB
english, 2008
20

Return or stock price differences

Year:
2002
Language:
english
File:
PDF, 197 KB
english, 2002
22

Malliavin Calculus applied to finance

Year:
2003
Language:
english
File:
PDF, 316 KB
english, 2003
32

Monotonic continuous-time random walks with drift and stochastic reset events

Year:
2013
Language:
english
File:
PDF, 480 KB
english, 2013
33

Exit times in non-Markovian drifting continuous-time random-walk processes

Year:
2010
Language:
english
File:
PDF, 180 KB
english, 2010
36

Unidirectional quantum walks: Evolution and exit times

Year:
2013
Language:
english
File:
PDF, 277 KB
english, 2013
44

Extreme times in financial markets

Year:
2005
Language:
english
File:
PDF, 119 KB
english, 2005
45

Nonindependent continuous-time random walks

Year:
2007
Language:
english
File:
PDF, 1.06 MB
english, 2007
46

Quantum walk with a general coin: exact solution and asymptotic properties

Year:
2015
Language:
english
File:
PDF, 413 KB
english, 2015
48

Invariance in quantum walks with time-dependent coin operators

Year:
2014
Language:
english
File:
PDF, 4.39 MB
english, 2014