vix.ing · top · new · best · stats · spec

Ezéchiel Kahn

  1. Wishart processes : mean-field limit, long time behavior, and free probability
    2020/09/21 by Ezéchiel Kahn, Kahn, Ezechiel · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and statistical mechanics