Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
type: Item
instance of: scholarly article
title: Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
author: L. S. Lima
author: J. H. C. Melgaço
published in: Physica A
publication date: 2022-03-01T00:00:00Z
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7482387
zbMATH Keywords: price dynamics
zbMATH Keywords: Itô stochastic process
zbMATH Keywords: Black \& Scholes equation
MaRDI profile type: Publication
full work available at URL: j.physa.2021.126220
OpenAlex ID: W3186788389
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DOI: 10.1016/J.PHYSA.2021.126220
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description: scientific article; zbMATH DE number 7482387