A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036): Difference between revisions
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Revision as of 17:54, 5 March 2024
scientific article; zbMATH DE number 6939243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback |
scientific article; zbMATH DE number 6939243 |
Statements
A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (English)
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19 September 2018
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agent based modelling
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complexity in finance
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stochastic processes
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structure of financial markets
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technical trading
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tail analysis
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value at risk
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risk management
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