Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process
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Publication:2160077
DOI10.1016/j.physa.2019.04.168OpenAlexW2940074110MaRDI QIDQ2160077
L. S. Lima, A. F. Abeilice, S. C. Oliveira, J. H. C. Melgaço
Publication date: 2 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.168
Related Items (3)
Two-dimensional stochastic dynamics as model for time evolution of the financial market ⋮ Broken detailed balance and non-equilibrium dynamics in noisy social learning models ⋮ Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
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