A Limit Theorem for Financial Markets with Inert Investors (Q5388010): Difference between revisions
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Latest revision as of 02:48, 20 April 2024
scientific article; zbMATH DE number 5279703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Limit Theorem for Financial Markets with Inert Investors |
scientific article; zbMATH DE number 5279703 |
Statements
A Limit Theorem for Financial Markets with Inert Investors (English)
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27 May 2008
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semi-Markov processes
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fractional Brownian motion
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functional central limit theorem
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market microstructure
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investor inertia
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