Modeling the BUX index by a novel stochastic differential equation (Q5947890)
From MaRDI portal
scientific article; zbMATH DE number 1666256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the BUX index by a novel stochastic differential equation |
scientific article; zbMATH DE number 1666256 |
Statements
Modeling the BUX index by a novel stochastic differential equation (English)
0 references
23 October 2001
0 references
noise terms
0 references
Levy distribution
0 references
intermittent Wiener process
0 references
