Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach
Author:
Funder
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-023-10516-x.pdf
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3. Botta, F., Moat, H. S., Stanley, H. E., & Preis, Tobias. (2015). Quantifying stock return distributions in financial markets. PLoS ONE, 10, e0135600.
4. Bouchaud, J.-P., & Cont, R. (1998). A Langevin approach to stock market fluctuations and crashes. The European Physical Journal B-Condensed Matter and Complex Systems, 6, 543.
5. Callen, E., & Shapero, D. (1974). A theory of social imitation. Physics Today, 27, 23.
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