Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (Q2711690)

From MaRDI portal
Revision as of 11:37, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations
scientific article

    Statements

    25 April 2001
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    anomalous diffusion
    0 references
    inverse power law
    0 references
    financial index
    0 references
    market-maker operators
    0 references
    0 references
    Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (English)
    0 references