| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481308 | Physica A: Statistical Mechanics and its Applications | 2013 | 10 Pages |
Abstract
⺠Our discrete version keeps the essential characteristics of the continuous one. ⺠We take into consideration the discrete nature of the quantities used in finance. ⺠The proposed model is more advantageous as concerns the numerical computations. ⺠Our model describes a larger variety of cases by adjusting its parameters.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Liviu-Adrian Cotfas,