From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (Q1620384): Difference between revisions
From MaRDI portal
Revision as of 08:45, 17 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes |
scientific article |
Statements
From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (English)
0 references
13 November 2018
0 references
behavioral finance
0 references
diffusion process
0 references
microscopic foundations
0 references
agent based model
0 references
econophysics
0 references
jumps
0 references
spikes
0 references
0 references
