A nonextensive approach to the dynamics of financial observables

DOI10.1140/epjb/e2006-00205-yzbMath1189.91233arXivphysics/0601222OpenAlexW2120111799MaRDI QIDQ978850

J. Martínez

Publication date: 25 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0601222

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

Related Items (6)

Stochastic dynamics of \(N\) correlated binary variables and non-extensive statistical mechanics ⋮ Pricing of financial derivatives based on the Tsallis statistical theory ⋮ Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework ⋮ Scale-invariant occupancy of phase space and additivity of nonextensive entropy \(S_q\) ⋮ The rate-controlled constrained-equilibrium approach to far-from-local-equilibrium thermodynamics ⋮ Analytic approaches of the anomalous diffusion: a review

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• A model for the growth dynamics of economic organizations

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