A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036): Difference between revisions

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Latest revision as of 15:52, 16 July 2024

scientific article; zbMATH DE number 6939243
Language Label Description Also known as
English
A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback
scientific article; zbMATH DE number 6939243

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    A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (English)
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    19 September 2018
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    agent based modelling
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    complexity in finance
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    stochastic processes
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    structure of financial markets
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    technical trading
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    tail analysis
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    value at risk
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    risk management
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