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Modeling options markets by focusing on active tradersr.

, , и . ICCS, том 1 из Procedia Computer Science, стр. 2457-2462. Elsevier, (2010)

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Parallel Latice-Boltzmann Simulation of Fluid Flow in Centrifugal Elutriation Chambers., , , и . HPCN Europe, том 1401 из Lecture Notes in Computer Science, стр. 173-182. Springer, (1998)Iterative Momentum Relaxation for Fast Lattice-Boltzmann Simulations., , , и . HPCN Europe, том 1593 из Lecture Notes in Computer Science, стр. 311-318. Springer, (1999)Understanding Complex Dynamics in derivatives Finance: Why do Options Markets Smile?, , , и . Adv. Complex Syst., (2012)Lattice BGK simulations of flow in a symmetric bifurcation., , , , и . Future Gener. Comput. Syst., 20 (6): 909-916 (2004)Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory., , и . Complex., (2018)Iterative momentum relaxation for fast lattice-Boltzmann simulations., , , и . Future Gener. Comput. Syst., 18 (1): 89-96 (2001)Modeling options markets by focusing on active tradersr., , и . ICCS, том 1 из Procedia Computer Science, стр. 2457-2462. Elsevier, (2010)Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks., , и . MIDAS/PAP@PKDD/ECML, том 11054 из Lecture Notes in Computer Science, стр. 23-36. Springer, (2018)Constrained Migration of an Atmospheric Circulation Model., , и . HPCN Europe, том 1067 из Lecture Notes in Computer Science, стр. 193-199. Springer, (1996)Network characteristics of financial networks., , , и . CoRR, (2023)