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

From MaRDI portal
Revision as of 20:18, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Jump diffusion models and the evolution of financial prices
scientific article

    Statements

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

    Identifiers

    Mathematics Subject Classification ID
    91G80
    0 references
    82C31
    0 references
    62P05
    0 references
    zbMATH DE Number
    6099862
    0 references
    OpenAlex ID
    W2090166045
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q715465&oldid=35305051"
    Powered by MediaWiki