Stock price fluctuation as a diffusion in a random environment (Q4698067)
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scientific article; zbMATH DE number 754840
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English | Stock price fluctuation as a diffusion in a random environment |
scientific article; zbMATH DE number 754840 |
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Stock price fluctuation as a diffusion in a random environment (English)
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14 May 1995
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fluctuation of stock prices
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sequence of temporary equilibria
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financial market
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different types of agents
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diffusion
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Markov chains
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probabilistic cellular automata
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