Stock price fluctuation as a diffusion in a random environment
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Publication:4698067
DOI10.1098/rsta.1994.0057zbMath0822.90022OpenAlexW2151272486MaRDI QIDQ4698067
Publication date: 14 May 1995
Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.1994.0057
diffusionMarkov chainsfinancial marketprobabilistic cellular automatasequence of temporary equilibriadifferent types of agentsfluctuation of stock prices
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