A nonextensive approach to the dynamics of financial observables
From MaRDI portal
Publication:978850
DOI10.1140/epjb/e2006-00205-yzbMath1189.91233arXivphysics/0601222MaRDI QIDQ978850
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0601222
91G70: Statistical methods; risk measures
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G80: Financial applications of other theories
