Derivatives pricing with marked point processes using tick-by-tick data (Q5746746)
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scientific article; zbMATH DE number 6256463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives pricing with marked point processes using tick-by-tick data |
scientific article; zbMATH DE number 6256463 |
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Derivatives pricing with marked point processes using tick-by-tick data (English)
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8 February 2014
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econophysics
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Fokker-Planck equation
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power laws
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renewals
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statistical mechanics
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statistical physics
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