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Detalhes Referência

Tipo
Capítulo em Livro


Título
From market data to agent-based models and stochastic differential equations

Participantes na publicação
R. Vilela Mendes (Author)
CMAFcIO
Resumo
A survey of results from 2008 to 2014 on the construction of a stochastic\n2 market model, from the empirical data to its modelling interpretation and proof of\n3 mathematical consistency (no-arbitrage and completeness)

Editor
Patrícia Gonçalves, Ana Jacinta Soares

Data de Publicação
2016

Instituição
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Suporte
From Particle Systems to Partial Differential Equations III

Identificadores da Publicação
ISSN - 2194-1009

Local
Springer International Publishing Switzerland 2016

Editora
Springer International Publishing

Edição
Springer Proceedings in Mathematics & Statistics

Identificadores do Documento
URL - https://doi.org/10.1007/978-3-319-32144-8_11


Exportar referência

APA
R. Vilela Mendes, (2016). From market data to agent-based models and stochastic differential equations. From Particle Systems to Partial Differential Equations III, -

IEEE
R. Vilela Mendes, "From market data to agent-based models and stochastic differential equations" in From Particle Systems to Partial Differential Equations III, 2016, pp. -

BIBTEX
@incollection{22961, author = {R. Vilela Mendes}, title = {From market data to agent-based models and stochastic differential equations}, booktitle = {From Particle Systems to Partial Differential Equations III}, year = 2016, pages = {-}, address = {Springer International Publishing Switzerland 2016}, publisher = {Springer International Publishing} }