Similar Search Results

Stochastic behavioral asset pricing models and the stylized facts

Lux, Thomas (contributor) - 2008

current of behavioural finance. However, their design is closer in spirit to models of multi-particle interaction in physics … various implementations, and its contribution to an explanation of the stylized facts in finance. …

Persistent link: https://www.econbiz.de/10003721495

The optimal hedge ratio in option pricing : the case of exponentially truncated Lévy stable distribution

Busca, Gigel; Haven, Emmanuel; Jovanovic, Franck; … - In: Theoretical economics letters 4 (2014) 9, pp. 760-766

Persistent link: https://www.econbiz.de/10010531252

A quantum derivation of a reputational risk premium

Piñeiro Chousa, Juan Ramón; Vizcaíno-González, Marcos - In: International review of financial analysis 47 (2016), pp. 304-309

Persistent link: https://www.econbiz.de/10011624199

Unveiling the relation between herding and liquidity with trader lead-lag networks

Campajola, Carlo; Lillo, Fabrizio; Tantari, Daniele - In: Quantitative finance 20 (2020) 11, pp. 1765-1778

Persistent link: https://www.econbiz.de/10012313511

Aplicaciones de la física estadística en la valoración de activos financieros : de la ecuación de Fokker-Planck al modelo de Black-Scholes ; solución en diferencias finitas para una opción PUT europea

Caro Barrera, José Rafael - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 2, pp. 13-28

Persistent link: https://www.econbiz.de/10012062758

Stochastic Calculus and Differential Equations for Physics and Finance

McCauley, Joseph L. - 2013

4.6 Statistical equilibrium4.7 An ergodic stationary process; 4.8 Early models in statistical physics and finance; 4 …

Persistent link: https://www.econbiz.de/10013500052

Shariah review of Brownian motion of Islamic stock market elements : establishing the benchmarks of Islamic econophysics

Shah, Syed Alamdar Ali; Fianto, Bayu Arie; Imtiaz, Batool; … - In: Journal of Islamic accounting and business research 14 (2023) 8, pp. 1182-1194

Persistent link: https://www.econbiz.de/10014452380

Hydrodynamics of markets : hidden links between physics and finance

Lipton, Alexander - 2024

An intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics, the movements of particles in random fields described by the Kolmogorov and Klein-Kramers...

Persistent link: https://www.econbiz.de/10015160662

Select topics of econophysics

2025

of physicists in applying their training and models to understanding the complexities of finance and economics, led to … the creation of a new field of study appropriately termed as Econophysics. Selected Topics on Econophysics is a collection … students and professionals in the fields of economics, finance as well as physics …

Persistent link: https://www.econbiz.de/10015272278

Copula based multivariate semi-Markov models with applications in high-frequency finance

D'Amico, Guglielmo; Petroni, Filippo - In: European journal of operational research : EJOR 267 (2018) 2, pp. 765-777

Persistent link: https://www.econbiz.de/10011812746

A service of the

zbw