Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fat tails arise endogenously from supply/demand, with or without jump processes |
scientific article |
Statements
Fat tails arise endogenously from supply/demand, with or without jump processes (English)
0 references
29 April 2022
0 references
quotient of Levy jump-diffusion processes
0 references
jump discontinuities
0 references
stochastic prices
0 references
asset price dynamics
0 references
supply and demand functions
0 references
fat tails
0 references
0 references
0 references
0 references
0 references
