Price dynamics of the financial markets using the stochastic differential equation for a potential double well
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Publication:2150039
DOI10.1016/J.PHYSA.2017.08.106OpenAlexW2751719015WikidataQ115341753 ScholiaQ115341753MaRDI QIDQ2150039
Publication date: 27 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2017.08.106
Related Items (7)
Two-dimensional stochastic dynamics as model for time evolution of the financial market ⋮ Stochastic process with multiplicative structure for the dynamic behavior of the financial market ⋮ APPLICATION OF NONLINEAR DYNAMIC EXPECTATION AND STOCHASTIC DIFFERENTIAL EQUATION IN VALUATION AND FINANCING RISK MEASUREMENT OF TECHNOLOGY-BASED SMALL AND MEDIUM-SIZED ENTERPRISES ⋮ Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process ⋮ Existence of geometric ergodic periodic measures of stochastic differential equations ⋮ Local stochastic stability of SIRS models without Lyapunov functions ⋮ Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
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