EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Short range correlation"
Narrow search

Narrow search

Year of publication
Subject
All
Short-range correlation 3 Correlation 2 Fractional Ornstein-Uhlenbeck process 2 Hurst exponent 2 Korrelation 2 Mean Reversion 2 Mean reversion 2 Option pricing theory 2 Optionspreistheorie 2 Stochastic process 2 Stochastischer Prozess 2 Volatility 2 Volatilität 2 Acyclic network 1 Analysis of variance 1 Coarse-graining 1 Cusp conditions 1 Delay 1 Electron gas 1 Long-range correlation 1 Pair correlation function 1 Short range correlation 1 Stochastic elasticity of variance 1 Stochastic volatility 1 Time series analysis 1 Varianzanalyse 1 Zeitreihenanalyse 1
more ... less ...
Online availability
All
Undetermined 4
Type of publication
All
Article 4
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 2 Undetermined 2
Author
All
Cao, Jiling 1 Endo, Takanori 1 Garnier, Josselin 1 Horiuchi, Masafumi 1 Kim, Jeong-Hoon 1 Kim, See-Woo 1 Nagarajan, Radhakrishnan 1 Sølna, Knut 1 Yasuhara, Hiroshi 1 Zhang, WenJun 1
more ... less ...
Published in...
All
Physica A: Statistical Mechanics and its Applications 2 Annals of finance 1 Finance research letters 1
Source
All
ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
Cover Image
Rough stochastic elasticity of variance and option pricing
Cao, Jiling; Kim, Jeong-Hoon; Kim, See-Woo; Zhang, WenJun - In: Finance research letters 37 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
Cover Image
Option pricing under fast-varying and rough stochastic volatility
Garnier, Josselin; Sølna, Knut - In: Annals of finance 14 (2018) 4, pp. 489-516
Persistent link: https://www.econbiz.de/10012268319
Saved in:
Cover Image
Delay estimation in a two-node acyclic network
Nagarajan, Radhakrishnan - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 725-737
Linear measures such as cross-correlation have been used successfully to determine time delays from the given processes. Such an analysis often precedes identifying possible causal relationships between the observed processes. The present study investigates the impact of a positively correlated...
Persistent link: https://www.econbiz.de/10010873338
Saved in:
Cover Image
Influence of the Coulomb interaction on the Fermi hole in an electron liquid
Horiuchi, Masafumi; Endo, Takanori; Yasuhara, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 255 (1998) 1, pp. 48-64
From the diagrammatic analysis, it is proved that the spin-parallel part of the static structure factor of an electron liquid, S↑↑(q), has the following exact asymptotic form for q⪢pf: S↑↑(q)−1=4(αrs/π)(pf/q)6d2g↑↑(r)/d(pfr)2|pfr=0+⋯, α=(4/9π)1/3, where pf is the Fermi wave...
Persistent link: https://www.econbiz.de/10011058799
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...