Brownian Motion it proposes Deterministic Diffusion for the modelling of stock price movements. These diffusion processes are a … Deterministic Diffusion processes as suitable model for the behaviour of stock prices is, that their time series can obey mostly … lognormal random walk. In this paper it will be shown that Deterministic Diffusion models can obey those empirical observed …

Brownian motion it proposes deterministic diffusion for the modelling of stock price movements. These diffusion processes are a … deterministic diffusion processes as suitable model for the behaviour of stock prices is, that their time series can obey certain … scope is to show that deterministic diffusion models can explain the occurrence of those empirical observed stylized facts …