11 citations · 11 across the 2 of their papers we have counts for
2 papers
q-fin.ST2008
Market dynamics after large financial crash
G. L. Buchbinder, K. M. Chistilin
The model describing market dynamics after a large financial crash is considered in terms of the stochastic differential equation of Ito. Physically, the model presents an overdamp…
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…