A nonextensive approach to the dynamics of financial observables (Q978850): Difference between revisions

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+Q3260837
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+Possible generalization of Boltzmann-Gibbs statistics.
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+Nonextensive statistical mechanics, anomalous diffusion and central limit theorems
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+The Fokker-Planck equation. Methods of solution and applications.
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+A quantitative test of Gibbs' statistical mechanics
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+Multiplicative noise: A mechanism leading to nonextensive statistical mechanics
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+Superstatistics
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+On the emergence of a generalised Gamma distribution. Application to traded volume in financial markets
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+Theory of Financial Risk and Derivative Pricing
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