快速均值回归随机波动模型下条件期望的模拟

IF 0.8 Q3 STATISTICS & PROBABILITY Monte Carlo Methods and Applications Pub Date : 2020-12-17 DOI:10.1007/978-3-030-98319-2_11
A. Cozma, C. Reisinger
{"title":"快速均值回归随机波动模型下条件期望的模拟","authors":"A. Cozma, C. Reisinger","doi":"10.1007/978-3-030-98319-2_11","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":46576,"journal":{"name":"Monte Carlo Methods and Applications","volume":"16 1","pages":"223-240"},"PeriodicalIF":0.8000,"publicationDate":"2020-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Simulation of conditional expectations under fast mean-reverting stochastic volatility models\",\"authors\":\"A. Cozma, C. Reisinger\",\"doi\":\"10.1007/978-3-030-98319-2_11\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":46576,\"journal\":{\"name\":\"Monte Carlo Methods and Applications\",\"volume\":\"16 1\",\"pages\":\"223-240\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2020-12-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Monte Carlo Methods and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/978-3-030-98319-2_11\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Monte Carlo Methods and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-030-98319-2_11","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Simulation of conditional expectations under fast mean-reverting stochastic volatility models
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Monte Carlo Methods and Applications
Monte Carlo Methods and Applications STATISTICS & PROBABILITY-
CiteScore
1.20
自引率
22.20%
发文量
31
期刊最新文献
Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition On the estimation of periodic signals in the diffusion process using a high-frequency scheme Stochastic simulation of electron transport in a strong electrical field in low-dimensional heterostructures
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1