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zbMath1199.91247MaRDI QIDQ3405199

Ning Wang, Guanghua Dong, Jun Wang

Publication date: 12 February 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lévy process continuum percolation stock market index fat-tail phenomenon

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

A continuum percolation model for stock price fluctuation as a Lévy process

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