Ehrenfest model with large jumps in finance (Q1885847)

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Ehrenfest model with large jumps in finance
scientific article

    Statements

    title
    Ehrenfest model with large jumps in finance (English)
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    author
    Hisanao Takahashi
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    published in
    Physica D
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    publication date
    12 November 2004
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    zbMATH Keywords
    Lévy stable process
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    Ehrenfest model
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    stock index prices
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    exchange rates
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    Identifiers

    zbMATH DE Number
    2115250
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    OpenAlex ID
    W1989707966
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    arXiv ID
    cond-mat/0311594
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