Journals
Publish with us
Publishing partnerships
About us
Blog
Mathematical Problems in Engineering
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Mathematical Problems in Engineering
/
2015
/
Article
/
Tab 1
/
Research Article
Microstructure Models with Short-Term Inertia and Stochastic Volatility
Table 1
Name
Model
Macrostate
Macroparameter
Generator
GBM
Hull-White
Log O-U
GARCH
Heston