From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (Q1620384): Difference between revisions
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Latest revision as of 23:02, 10 December 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 |
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From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (English)
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13 November 2018
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behavioral finance
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diffusion process
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microscopic foundations
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agent based model
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econophysics
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jumps
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spikes
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