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- 519.55 6
- Big data -- Periodicals 6
- Finance -- Statistical methods -- Periodicals 6
- Mathematical models -- Periodicals 6
- Time-series analysis -- Periodicals 6
- Brownian motion -- change‐of‐variable formula with local time on surfaces -- diffusion process with reflection -- dual Russian option -- first hitting time -- free‐boundary problem -- martingale approach of Beibel and Lerche -- optimal stopping problem 1
- disconnected stopping region -- excessive function -- integral representation of excessive functions 1
- fractional Brownian motion -- functional central limit theorem -- nonstationary increments -- power‐law shot noise process -- scaling limits -- self‐similar Gaussian process 1
- liquidation -- liquidity -- price impact 1