Combination of transition probability distribution and stable Lorentz distribution in stock markets

DOI10.1016/j.physa.2020.125554OpenAlexW3098846356MaRDI QIDQ2072272

Yanyan Li

Publication date: 26 January 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.125554

zbMATH Keywords

Fokker-Planck equationstochastic volatilitystock marketLorentz stable distributiontransition probability distribution

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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