Hitting time distributions in financial markets
Year of publication: |
2007
|
---|---|
Authors: | Valenti, Davide ; Spagnolo, Bernardo ; Bonanno, Giovanni |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 382.2007, 1, p. 311-320
|
Publisher: |
Elsevier |
Subject: | Econophysics | Stock market model | Langevin-type equation | Heston model | Complex systems |
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