EXACT SOLUTIONS AND MONTE CARLO SIMULATIONS OF SELF-CONSISTENT LANGEVIN EQUATIONS: A CASE STUDY FOR THE COLLECTIVE DYNAMICS OF STOCK PRICES (Q3444912)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXACT SOLUTIONS AND MONTE CARLO SIMULATIONS OF SELF-CONSISTENT LANGEVIN EQUATIONS: A CASE STUDY FOR THE COLLECTIVE DYNAMICS OF STOCK PRICES |
scientific article |
Statements
EXACT SOLUTIONS AND MONTE CARLO SIMULATIONS OF SELF-CONSISTENT LANGEVIN EQUATIONS: A CASE STUDY FOR THE COLLECTIVE DYNAMICS OF STOCK PRICES (English)
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5 June 2007
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econophysics
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nonlinear Fokker-Planck equations
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self-consistent Langevin equations
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Monte Carlo simulation
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