Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227)
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scientific article
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| English | Fat tails arise endogenously from supply/demand, with or without jump processes |
scientific article |
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Fat tails arise endogenously from supply/demand, with or without jump processes (English)
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29 April 2022
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quotient of Levy jump-diffusion processes
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jump discontinuities
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stochastic prices
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asset price dynamics
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supply and demand functions
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fat tails
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0.82102126
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0.79795957
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0.7953698
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0.79478276
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0.7927109
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0.78914666
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0.78905874
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