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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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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