Pages that link to "Item:Q2150039"
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The following pages link to Price dynamics of the financial markets using the stochastic differential equation for a potential double well (Q2150039):
Displaying 6 items.
- Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations (Q2078650) (← links)
- Two-dimensional stochastic dynamics as model for time evolution of the financial market (Q2120661) (← links)
- Stochastic process with multiplicative structure for the dynamic behavior of the financial market (Q2151763) (← links)
- Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process (Q2160077) (← links)
- Local stochastic stability of SIRS models without Lyapunov functions (Q2246948) (← links)
- Existence of geometric ergodic periodic measures of stochastic differential equations (Q2699812) (← links)