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

MaRDI QIDQ3000217zbMATH OpenFDO

Authors Ling Wu, G. S. Ladde

Publication date 18 May 2011

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)

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

Cited in

(8)

• A new generalized Gronwall inequality with a double singularity and its applications to fractional stochastic differential equations
• Development of modified geometric Brownian motion models by using stock price data and basic statistics
• scientific article; zbMATH DE number 2109692 (Why is no real title available?)
• 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
• 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)