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  • Search: subject:"Model Systematics"
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Black Scholes 1 Model Systematics 1 ODE 1 PDE 1 artificially generated 'cloned' quotations 1 experimental economical research 1 fair value 1 hyperbolic 1 index particularities 1 mean reversion 1 mispricing 1 option pricing 1 stochastic volalatility 1 test methods 1 testing capital market models 1
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Schroeder, Gerhard 1
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EconWPA 1
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International Finance 1
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Systematics of Advanced Capital Market Models based on Empirical Research
Schroeder, Gerhard - EconWPA - 2005
The complex blue prints of ODE and PDE based capital market models remain closed to systematic review. Particularly, when some authors of mathematical models can not or may not offer explicit solutions. Artificially generated 'cloned' courses can demonstrate the impact of various types of...
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