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 / DOI: 10.1016/J.PHYSD.2003.07.005 / rank
 
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Latest revision as of 11:45, 16 December 2024

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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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