VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056)
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English | VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS |
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VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (English)
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3 April 2009
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econophysics
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stock market model
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Langevin-type equation
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Heston model
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complex systems
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