Derivation of non-classical stochastic price dynamics equations (Q2142299)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7532696
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Derivation of non-classical stochastic price dynamics equations |
scientific article; zbMATH DE number 7532696 |
Statements
Derivation of non-classical stochastic price dynamics equations (English)
0 references
27 May 2022
0 references
asset prices
0 references
asset price dynamics
0 references
fat tails
0 references
stochastic differential equations
0 references
stochastic models
0 references
price variance
0 references
risk
0 references
volatility
0 references
supply and demand
0 references
0 references
0 references
