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Yang, Qing-Qing; Ching, Wai-Ki; Gu, Jiawen; Siu, Tak-Kuen Trading strategy with stochastic volatility in a limit order book market. (English) Zbl 1444.91203 Decis. Econ. Finance 43, No. 1, 277-301 (2020). MSC: 91G10 91G20 93E20 PDF BibTeX XML Cite \textit{Q.-Q. Yang} et al., Decis. Econ. Finance 43, No. 1, 277--301 (2020; Zbl 1444.91203) Full Text: DOI
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Ghosh, Himadri; Gurung, Bishal; Prajneshu Kalman filter-based modelling and forecasting of stochastic volatility with threshold. (English) Zbl 07269564 J. Appl. Stat. 42, No. 3, 492-507 (2015). MSC: 62 PDF BibTeX XML Cite \textit{H. Ghosh} et al., J. Appl. Stat. 42, No. 3, 492--507 (2015; Zbl 07269564) Full Text: DOI
Meng, Qing-Jiang; Ding, Deng An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions. (English) Zbl 1277.91195 Int. J. Comput. Math. 90, No. 5, 1096-1113 (2013). MSC: 91G60 91G20 65T40 42B05 60E10 62P05 PDF BibTeX XML Cite \textit{Q.-J. Meng} and \textit{D. Ding}, Int. J. Comput. Math. 90, No. 5, 1096--1113 (2013; Zbl 1277.91195) Full Text: DOI
Schwartz, Niels SV-rings and SV-porings. (English) Zbl 1220.06009 Ann. Fac. Sci. Toulouse, Math. (6) 19, Spec. Issue, 159-202 (2010). Reviewer: Mohamed Ali Toumi (Bizerte) MSC: 06F25 03C60 PDF BibTeX XML Cite \textit{N. Schwartz}, Ann. Fac. Sci. Toulouse, Math. (6) 19, 159--202 (2010; Zbl 1220.06009) Full Text: DOI Numdam EuDML
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