Microfoundations for diffusion price processes (Q1932534)
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scientific article; zbMATH DE number 6127179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Microfoundations for diffusion price processes |
scientific article; zbMATH DE number 6127179 |
Statements
Microfoundations for diffusion price processes (English)
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20 January 2013
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stock prices
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microfoundations
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diffusion processes
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stochastic volatility
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heavy tails
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