Financial data analysis by means of coupled continuous-time random walk in Rachev-Rüschendorf model

Acta Physica Polonica A

Volumn 114, Issue 3, 2008, Pages 629-635

  Jurlewicz, A ^a   WyLomanska A ^a   Zebrowski, P ^b  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b UNIVERSITY OF WROC AW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; ECONOMICS; FINANCE; RANDOM PROCESSES;

BINOMIAL PRICING MODELS; BLACK-SCHOLES FORMULA; CONTINUOUS TIME RANDOM WALKS; COUPLED CONTINUOUS-TIME RANDOM WALK; DISCRETE TIME; FINANCIAL DATA; FINANCIAL DATA ANALYSIS; LIMITING DISTRIBUTIONS;

CONTINUOUS TIME SYSTEMS;

EID: 50849132897     PISSN: 05874246     EISSN: None     Source Type: Journal    
DOI: 10.12693/APhysPolA.114.629     Document Type: Conference Paper

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