Extended model of stock price behaviour
Year of publication: |
February 2018
|
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Authors: | Koning, Nico ; Cassidy, Daniel T. ; Ouyed, Rachid |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 1, p. 1-13
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Subject: | Stock Price | Fat-Tail | Brownian Motion | Student's T | Black-Scholes | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Theorie | Theory | Aktienmarkt | Stock market |
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