#CEV process archive
- May 10, 2013
- Seminar at VU MIF: Modeling power-law distribution, 1/f noise and financial markets using stochastic differential equations
- July 09, 2012
- Special cases of the stochastic differential equation reproducing 1/f noise
- July 08, 2011
- Agent-based herding model of financial markets
- December 10, 2010
- Long-range memory stochastic model of return