Microfoundations for diffusion price processes (Q1932534)

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Microfoundations for diffusion price processes
scientific article

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    title
    Microfoundations for diffusion price processes (English)
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    author
    Mikko S. Pakkanen
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    publication date
    20 January 2013
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    Mathematics Subject Classification ID
    91G70
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    60F17
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    91B16
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    91B70
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    60H30
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    60J75
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    zbMATH DE Number
    6127179
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    zbMATH Keywords
    stock prices
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    microfoundations
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    diffusion processes
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    stochastic volatility
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    heavy tails
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    OpenAlex ID
    W1999692847
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