VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
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Publication:3619056
DOI10.1142/S0218127408022007zbMath1157.91347arXiv0810.1625WikidataQ62355459 ScholiaQ62355459MaRDI QIDQ3619056
Davide Valenti, Bernardo Spagnolo
Publication date: 3 April 2009
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.1625
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Auctions, bargaining, bidding and selling, and other market models (91B26)
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