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František Slanina

1 paper here

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author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.ST1
ORCID 0000-0001-9874-8129

identity via Semantic Scholar / OpenAlex

most citedA contribution to the systematics of stochastic volatility models

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2010★ 3 cited

A contribution to the systematics of stochastic volatility models

Frantisek Slanina

We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develop…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.