Price dynamics of the financial markets using the stochastic differential equation for a potential double well (Q2150039): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Disorder Problems on Filtered Probability Spaces
+Normal rank
@@ Property / cites work @@
+Emergent dynamics of a macroeconomic agent based model with capital and credit
+Normal rank
@@ Property / cites work @@
+Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
+Normal rank
@@ Property / cites work @@
+Modeling of the financial market using the two-dimensional anisotropic Ising model
+Normal rank
@@ Property / cites work @@
+Self-organizing Ising model of financial markets
@@ Property / cites work: Self-organizing Ising model of financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+On the probability distribution of stock returns in the Mike-Farmer model
+Normal rank
@@ Property / cites work @@
+Dynamical analysis of a differential algebraic bio-economic model with stage-structured and stochastic fluctuations
+Normal rank
@@ Property / cites work @@
+Stochastic methods. A handbook for the natural and social sciences
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank