Microfoundations for diffusion price processes (Q1932534): Difference between revisions

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Latest revision as of 02:21, 6 July 2024

scientific article
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Microfoundations for diffusion price processes
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    Microfoundations for diffusion price processes (English)
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    20 January 2013
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    stock prices
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    microfoundations
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    diffusion processes
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    stochastic volatility
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    heavy tails
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