Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272): Difference between revisions

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Latest revision as of 20:57, 27 July 2024

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Combination of transition probability distribution and stable Lorentz distribution in stock markets
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    Combination of transition probability distribution and stable Lorentz distribution in stock markets (English)
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    26 January 2022
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    stochastic volatility
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    Fokker-Planck equation
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    Lorentz stable distribution
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    transition probability distribution
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    stock market
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