2 papers
cond-mat.dis-nn2004
Viscoelastic model for the dynamic structure of binary systems
Napoleon Anento, Luis E. Gonzalez, David J. Gonzalez +2
This paper presents the viscoelastic model for the Ashcroft-Langreth dynamic structure factors of liquid binary mixtures. We also provide expressions for the Bhatia-Thornton dynami…
cond-mat.stat-mech2003
A comparison between several correlated stochastic volatility models
Josep Perello, Jaume Masoliver, Napoleon Anento
We compare the most common SV models such as the Ornstein-Uhlenbeck (OU), the Heston and the exponential OU (expOU) models. We try to decide which is the most appropriate one by st…