Jump diffusion models and the evolution of financial prices (Q715465)

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Jump diffusion models and the evolution of financial prices
scientific article

    Statements

    title
    Jump diffusion models and the evolution of financial prices (English)
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    author
    Annibal Figueiredo
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    Marcio T. De Castro
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    Sergio Da Silva
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    Iram M. Gléria
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    publication date
    29 October 2012
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    zbMATH Keywords
    KramersMoyal
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    econophysics
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    stochastic processes
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    82C31
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    62P05
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    zbMATH DE Number
    6099862
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