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Dynamics of a mean-reverting stochastic volatility equation with regime switching.

Yanling ZhuKai WangYong Ren
Published in: Commun. Nonlinear Sci. Numer. Simul. (2020)
Keyphrases
  • stock market
  • dynamical systems
  • stochastic nature
  • differential equations
  • stock price
  • long term
  • monte carlo
  • linear dynamical systems
  • multiscale
  • video sequences
  • short term
  • numerical methods