Pages that link to "Item:Q5378851"

The following pages link to Brownian Motion in the Stock Market (Q5378851):

Displaying 41 items.

• Distributional properties of portfolio weights (Q278053) (← links)
• Long-term and short-term price memory in the stock market (Q672632) (← links)
• Stock returns and hyperbolic distributions (Q699418) (← links)
• Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
• Multiperiodicity and irregularity in growth cycles: a continuous model of monetary attractors (Q1104841) (← links)
• Rank-based selection strategies for the random walk process (Q1278511) (← links)
• Self-criticality and stochastic of an S{\&}P 500 index time series (Q1576625) (← links)
• The effect of non-ideal market conditions on option pricing (Q1598567) (← links)
• Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation (Q1600863) (← links)
• Application of nonlinear time series analysis techniques to high-frequency currency exchange data (Q1611124) (← links)
• Asset price and trade volume relation in artificial market impacted by value investors (Q1619297) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← links)
• From Brownian motion to operational risk: statistical physics and financial markets (Q1865443) (← links)
• Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations (Q1989176) (← links)
• A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
• On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
• The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
• Stochastic space interval as a link between quantum randomness and macroscopic randomness? (Q2148390) (← links)
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
• Optimal classification of Gaussian processes in homo- and heteroscedastic settings (Q2195853) (← links)
• Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Delta hedging strategies comparison (Q2464246) (← links)
• Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy (Q2464247) (← links)
• Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change (Q2483549) (← links)
• The behaviour of US stock prices: Evidence from a threshold autoregressive model (Q2490475) (← links)
• Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
• Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
• Online Kernel estimation of stationary stochastic diffusion models (Q4555126) (← links)
• Models of asset returns: changes of pattern from high to low event frequency (Q4610244) (← links)
• Application of the heston and hull–white models to german dax data (Q4610279) (← links)
• Stochastic Life Annuities (Q5019716) (← links)
• Normal mixture method for stock daily returns over different sub-periods (Q5086161) (← links)
• Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (Q5135117) (← links)
• OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)
• A Response Function of Merton Model and Kinetic Ising Model (Q5148841) (← links)
• Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)
• Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
• MARKET FLUCTUATIONS EXPLAINED BY DIVIDENDS AND INVESTOR NETWORKS (Q6203245) (← links)