Author： Wang Yi-Hsien
Publisher： Taylor & Francis Ltd
ISSN： 0020-7160
Source： International Journal of Computer Mathematics, Vol.85, Iss.11, 2008-11, pp. : 1697-1707
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Market dynamics and stock price volatility
The European Physical Journal B - Condensed Matter, Vol. 39, Iss. 3, 2004-06 ,pp. :
Access to resources
Recommend
Volatility skews and extensions of the Libor market model
By Andersen Leif Andreasen Jesper
Applied Mathematical Finance, Vol. 7, Iss. 1, 2000-03 ,pp. :
Fuzzy ARIMA model for forecasting the foreign exchange market
By Tseng F.-M. Tzeng G.-H. Yu H.-C. Yuan B.J.C.
Fuzzy Sets and Systems, Vol. 118, Iss. 1, 2001-02 ,pp. :
Amplified imitation in percolation model of stock market
By Makowiec D. Gnacinski P. Miklaszewski W.
Physica A, Vol. 331, Iss. 1, 2004-01 ,pp. :