Derivation of non-classical stochastic price dynamics equations (Q2142299): Difference between revisions
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Revision as of 06:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivation of non-classical stochastic price dynamics equations |
scientific article |
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Derivation of non-classical stochastic price dynamics equations (English)
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27 May 2022
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asset prices
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asset price dynamics
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fat tails
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stochastic differential equations
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stochastic models
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price variance
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risk
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volatility
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supply and demand
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