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Microscopic origin of non-Gaussian distributions of financial returns

  • Published:2008-03 Issue:7 Volume:387 Page:1603-1612
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Biró T.S.,Rosenfeld R.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference23 articles.

1. Options, Futures and Other Derivatives;Hull,2005

2. The Pricing of Options and Corporate Liabilities

3. Brownian Motion in the Stock Market

4. The Stock Market and Finance from a Physicist’s Viewpoint;Osborne,1996

5. Mathematical Finance, Bachelier Congress 2000;Taqqu,2002

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