A contribution to the systematics of stochastic volatility models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11620%2F10%3A10062607" target="_blank" >RIV/00216208:11620/10:10062607 - isvavai.cz</a>
Alternative codes found
RIV/68378271:_____/10:00437722
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
A contribution to the systematics of stochastic volatility models
Original language description
Stochastic systems described by pairs of coupled stochastic differential equations are studied.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BE - Theoretical physics
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/OC09078" target="_blank" >OC09078: Analysis and modelling of complex network using the methods of statistical physics</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Physica A: Statistical Mechanics and its Applications
ISSN
0378-4371
e-ISSN
—
Volume of the periodical
389
Issue of the periodical within the volume
16
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
10
Pages from-to
—
UT code for WoS article
—
EID of the result in the Scopus database
—