Ehrenfest model with large jumps in finance (Q1885847): Difference between revisions
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Property / DOI: 10.1016/j.physd.2003.07.005 / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / OpenAlex ID: W1989707966 / rank | |||
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Property / arXiv ID: cond-mat/0311594 / rank | |||
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Property / cites work: New macroeconomic modeling approaches / rank | |||
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Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank | |||
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Property / cites work: Hyperbolic distributions in finance / rank | |||
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Property / cites work: Q5512461 / rank | |||
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Property / cites work: Random Walk and the Theory of Brownian Motion / rank | |||
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Property / cites work: Econophysics: Scaling and its breakdown in finance / rank | |||
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Property / cites work: Q3747471 / rank | |||
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Property / DOI: 10.1016/J.PHYSD.2003.07.005 / rank | |||
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Latest revision as of 11:45, 16 December 2024
scientific article
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English | Ehrenfest model with large jumps in finance |
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Ehrenfest model with large jumps in finance (English)
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12 November 2004
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Lévy stable process
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Ehrenfest model
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stock index prices
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exchange rates
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