Stochastic processes and financial applications
Stochastic processes and financial applications is a topic indexed in PICO Portal from OpenAlex.
What is known about Stochastic processes and financial applications?
This cluster of papers focuses on the theory and applications of option pricing models, including topics such as stochastic calculus, jump diffusion, volatility modeling, mean field games, term structure models, risk premia, Monte Carlo simulation, and market microstructure noise in the context of financial economics.
How many works does Stochastic processes and financial applications have?
Stochastic processes and financial applications has 121,470 works in the PICO Portal index. The count is the OpenAlex total, not the number of papers listed on this page.
How many citations does Stochastic processes and financial applications have?
Stochastic processes and financial applications has 1,554,103 citations in the OpenAlex counts PICO Portal stores.
What is the OpenAlex record for Stochastic processes and financial applications?
The OpenAlex for Stochastic processes and financial applications is on the source record.