Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272)
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scientific article; zbMATH DE number 7464387
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| English | Combination of transition probability distribution and stable Lorentz distribution in stock markets |
scientific article; zbMATH DE number 7464387 |
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Combination of transition probability distribution and stable Lorentz distribution in stock markets (English)
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26 January 2022
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stochastic volatility
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Fokker-Planck equation
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Lorentz stable distribution
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transition probability distribution
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stock market
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