The analysis of real data using a stochastic dynamical system able to model spiky prices
Year of publication: |
2012
|
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Authors: | Fatone, Lorella ; Mariani, Francesca ; Recchioni, Maria Cristina ; Zirilli, Francesco |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 1, p. 1-12
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Subject: | Stochastischer Prozess | Stochastic process | Dynamische Wirtschaftstheorie | Economic dynamics |
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