Combination of transition probability distribution and stable Lorentz distribution in stock markets
type: Item
instance of: scholarly article
title: Combination of transition probability distribution and stable Lorentz distribution in stock markets
author: Yanyan Li
published in: Physica A
publication date: 2022-01-26T00:00:00Z
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7464387
zbMATH Keywords: stochastic volatility
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: Lorentz stable distribution
zbMATH Keywords: transition probability distribution
zbMATH Keywords: stock market
MaRDI profile type: Publication
full work available at URL: j.physa.2020.125554
OpenAlex ID: W3098846356
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DOI: 10.1016/J.PHYSA.2020.125554
description: scientific article; zbMATH DE number 7464387