Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations

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Publication:2078650

DOI10.1016/j.physa.2021.126220OpenAlexW3186788389MaRDI QIDQ2078650

J. H. C. Melgaço, L. S. Lima

Publication date: 1 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2021.126220






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