Economy – Quantitative Finance – Computational Finance
Scientist
Economy
Quantitative Finance
Computational Finance
Scientist
A comparison between several correlated stochastic volatility models
A correlated stochastic volatility model measuring leverage and other stylized facts
A model for interevent times with long tails and multifractality in human communications: An application to financial trading
Activity autocorrelation in financial markets. A comparative study between several models
Black-Scholes option pricing within Ito and Stratonovich conventions
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