A Microeconomic Approach to Diffusion Models For Stock Prices (Q4371997)
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scientific article; zbMATH DE number 1106684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Microeconomic Approach to Diffusion Models For Stock Prices |
scientific article; zbMATH DE number 1106684 |
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A Microeconomic Approach to Diffusion Models For Stock Prices (English)
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21 January 1998
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stock price models
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invariance principle
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Ornstein-Uhlenbeck process
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random environment
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invariant distribution
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noise traders
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information traders
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diffusion models
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discrete-time processes
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continuous-time model
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