Ehrenfest model with large jumps in finance (Q1885847)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ehrenfest model with large jumps in finance |
scientific article |
Statements
Ehrenfest model with large jumps in finance (English)
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12 November 2004
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Lévy stable process
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Ehrenfest model
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stock index prices
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exchange rates
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