Stochastic modeling of fat-tailed probabilities of foreign exchange rates

Complexity

Volumn 8, Issue 2, 2002, Pages 34-42

  Karth, Mathias ^a   Peinke, Joachim ^a  

^a UNIVERSITY OF OLDENBURG   (Germany)

Author keywords

Fokker Planck equation; Foreign exchange rates; Market segment; Multifractality

Indexed keywords

EID: 85040427304     PISSN: 10762787     EISSN: 10990526     Source Type: Journal    
DOI: 10.1002/cplx.10068     Document Type: Article

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