The Gravitation of Market Prices as A Stochastic Process

DOI10.1111/MECA.12116zbMath1420.91092OpenAlexW2202096109MaRDI QIDQ4617909

Saverio M. Fratini, Alessia Naccarato

Publication date: 7 February 2019

Published in: Metroeconomica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/meca.12116

zbMATH Keywords

stochastic processmarket prices

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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