The following pages link to Financial market dynamics (Q1859767):
Displaying 19 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
- From short to fat tails in financial markets: a unified description (Q978717) (← links)
- Fokker-Planck equation of distributions of financial returns and power laws (Q1591816) (← links)
- Variable diffusion in stock market fluctuations (Q1783265) (← links)
- Nonextensive statistical mechanics and economics (Q1873940) (← links)
- Langevin modelling of high-frequency Hang-Seng index data (Q1873973) (← links)
- Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989) (← links)
- Analytic approaches of the anomalous diffusion: a review (Q2213089) (← links)
- Strategic behavior in financial markets (Q2267523) (← links)
- Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (Q2711690) (← links)
- Financial market dynamics: superdiffusive or not? (Q3303167) (← links)
- (Q3518800) (← links)
- Stock market dynamics with institutional trading (Q4216621) (← links)
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues (Q4562472) (← links)
- A non-Gaussian option pricing model with skew (Q4610259) (← links)
- Characterization of anomalous diffusion classical statistics powered by deep learning (CONDOR) (Q5877256) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
