Pages that link to "Item:Q2151763"
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The following pages link to Stochastic process with multiplicative structure for the dynamic behavior of the financial market (Q2151763):
Displaying 12 items.
- Modelling and measuring the irrational behaviour of agents in financial markets: discovering the psychological soliton (Q508295) (← links)
- A model for the dynamic behavior of financial assets affected by news: the case of Tohoku-Kanto earthquake (Q691938) (← links)
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations (Q2078650) (← links)
- Two-dimensional stochastic dynamics as model for time evolution of the financial market (Q2120661) (← links)
- Price dynamics of the financial markets using the stochastic differential equation for a potential double well (Q2150039) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process (Q2160077) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- A stylized model of ‘Momentum’ processes: a research note (Q4933632) (← links)
- (Q4966350) (← links)
- A novel SVIR epidemic model with jumps for understanding the dynamics of the spread of dual diseases (Q6663631) (← links)
