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Lisa Borland
at Evnine-Vaughan Associates Inc
SPIE Involvement:
Author
Publications (1)
Proceedings Article | 23 May 2005 Open Access Paper
A non-Gaussian model of stock returns: option smiles, credit skews, and a multi-time scale memory
Proceedings Volume 5848, (2005) https://doi.org/10.1117/12.610723
KEYWORDS: Statistical modeling, Data modeling, Mathematical modeling, Cadmium sulfide, Control systems, Calibration, Stochastic processes, Ranging, Instrument modeling, Diffusion
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Conference Committee Involvement (1)
Noise and Fluctuations in Econophysics and Finance
24 May 2005 | Austin, Texas, United States
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