نتایج جستجو برای: stochastic models

تعداد نتایج: 1006704  

Journal: :Cybernetics and Systems Analysis 2020

Journal: :Canadian Journal of Statistics 2014

Journal: :Siam Journal on Financial Mathematics 2021

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 10 August 2020Accepted: 19 May 2021Published online: 28 September 2021Keywordsrough volatility models, stochastic volatility, rough Bergomi model, implied skew, fractional Brownian motion, log motionAMS Subject Headings91G30, 60G22Publication DataISSN (online): 1945-497XP...

Journal: :iranian economic review 0

modeling and analysis of future prices has been hot topic for economic analysts in recent years. traditionally, the complex movements in the prices are usually taken as random or stochastic process. however, they may be produced by a deterministic nonlinear process. accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. nonlinear ...

Journal: :Applied Mathematics Letters 2011

Journal: :IEEE Signal Processing Magazine 2002

Journal: :Acta Oeconomica Pragensia 2007

Journal: :Statistics, Optimization & Information Computing 2020

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