adapter AbstractPricingScheme { abstract Quote extends LineItemParty { ItemParty item () { return product(); }Quote extends LineItemParty { ItemParty item () { return product(); } CustomerParty customer() { return customer(); } } Customer extends CustomerParty {} HWProduct extends ItemParty { ChargerParty charge() { return tax(); } } Tax extends ChargerParty { public double cost(double unitPric...

With the daily and minutely data of the German DAX and Chinese indices, we investigate how the return-volatility correlation originates in financial dynamics. Based on a retarded volatility model, we may eliminate or generate the return-volatility correlation of the time series, while other characteristics, such as the probability distribution of returns and longrange time-correlation of volati...

Volatility characterizes the amplitude of price return fluctuations. It is a central magnitude in finance closely related to the risk of holding a certain asset. Despite its popularity on trading floors, volatility is unobservable and only the price is known. Diffusion theory has many common points with the research on volatility, the key of the analogy being that volatility is a time-dependent...

The fluctuation of real estate prices has been a subject of public attention, and related studies are often unable to effectively measure changes due to limitations in information acquisition and modeling. In fact, the existence of abnormal return of the real estate market can be regarded as an important indicator of fluctuations in prices or a bubble. Therefore, based on the Capital Asset Pric...