A model for stocks dynamics based on a non-Gaussian path integral
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Publication:2156178
DOI10.1016/J.PHYSA.2018.11.044OpenAlexW2890263826WikidataQ128815047 ScholiaQ128815047MaRDI QIDQ2156178FDOQ2156178
Authors: Giovanni Paolinelli, Gianni Arioli 
Publication date: 15 July 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.01342
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- A path integral based model for stocks and order dynamics
Cited In (6)
- Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories
- Non-Gaussian distribution for stock returns and related stochastic differential equation
- A stylized model of ‘Momentum’ processes: a research note
- A non-Gaussian stock price model: options, credit and a multi-timescale memory
- A path integral based model for stocks and order dynamics
- Path integral Monte Carlo method for option pricing
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