Development of nonlinear stochastic models by using stock price data and basic statistics

zbMATH Open1216.91038MaRDI QIDQ3000217FDOQ3000217

Authors: Ling Wu, G. S. Ladde 

Publication date: 18 May 2011

Recommendations

• Development of modified geometric Brownian motion models by using stock price data and basic statistics
• scientific article; zbMATH DE number 2109692
• Testing non-linearities in world stock market prices
• scientific article; zbMATH DE number 1865393
• scientific article; zbMATH DE number 7109291

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (8)

• Development of modified geometric Brownian motion models by using stock price data and basic statistics
• Title not available (Why is that?)
• Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
• Existence and stability results for multi-time scale stochastic fractional neural networks
• Regularity analysis for SVEEs with additive fBms and strong error estimates for the numerical approximations
• A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations
• Stochastic fractional differential equations: modeling, method and analysis
• Controlled singular evolution equations and Pontryagin type maximum principle with applications

This page was built for publication: Development of nonlinear stochastic models by using stock price data and basic statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3000217)