Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
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Publication:1597172
DOI10.1016/S0895-7177(00)00064-9zbMath1042.91524OpenAlexW3121672912MaRDI QIDQ1597172
Publication date: 5 May 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(00)00064-9
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Related Items (4)
Gaussian mixture modelling to detect random walks in capital markets ⋮ Unnamed Item ⋮ A new direct method for solving the Black-Scholes equation ⋮ Exact and numerical solution of Black--Scholes matrix equation
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