114 citations
- Universidade de São PauloBR5 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- Grand Accélérateur National d'Ions LourdsFR4 papers
- Omsk State Technical UniversityRU4 papers
- Sobolev Institute of MathematicsRU4 papers
- Institut National de Physique Nucléaire et de Physique des ParticulesFR3 papers
- Kyoto UniversityJP3 papers
- Russian Academy of SciencesRU3 papers
- Yukawa Institute for Theoretical PhysicsJP3 papers
- Chinese Academy of SciencesCN2 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR2 papers
- Institute of Nuclear Physics, Polish Academy of SciencesPL2 papers
Showing 2006Show all
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physics.soc-ph2006★ 11 cited
Multiple time scales and the empirical models for stochastic volatility
G. L. Buchbinder, K. M. Chistilin
The most common stochastic volatility models such as the Ornstein-Uhlenbeck (OU), the Heston, the exponential OU (ExpOU) and Hull-White models define volatility as a Markovian proc…
cond-mat.dis-nn2006★ 32 cited
Calculations of the dynamical critical exponent using the asymptotic series summation method
V. V. Prudnikov, P. V. Prudnikov, A. S. Krinitsyn
We consider how the Pad'e-Borel, Pad'e-Borel-Leroy, and conformal mapping summation methods for asymptotic series can be used to calculate the dynamical critical exponent for homog…