A continuum percolation model for stock price fluctuation as a Lévy process (Q2341613)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuum percolation model for stock price fluctuation as a Lévy process |
scientific article |
Statements
A continuum percolation model for stock price fluctuation as a Lévy process (English)
0 references
27 April 2015
0 references
compound Poisson process
0 references
continuum percolation
0 references
fat-tail phenomenon
0 references
Lévy process
0 references
