A model for stocks dynamics based on a non-Gaussian path integral (Q2156178)
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scientific article; zbMATH DE number 7558257
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| English | A model for stocks dynamics based on a non-Gaussian path integral |
scientific article; zbMATH DE number 7558257 |
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A model for stocks dynamics based on a non-Gaussian path integral (English)
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15 July 2022
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quantum-finance
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path integral
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gauge theory
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financial markets
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fat tails
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non-Gaussian dynamics
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0.8371462225914001
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0.7747471928596497
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0.7469937205314636
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0.7369757294654846
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0.7360701560974121
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