VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056)

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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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