| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10727138 | Physics Letters A | 2011 | 7 Pages |
Abstract
⺠We analyze a stochastic model to describe the evolution of financial prices. ⺠The stochastic term is considered as a sum of the Wiener noise and a jump process. ⺠The process can be described by an infinitely divisible characteristic function belonging to the De Finetti class. ⺠We extend the De Finetti functions to a generalized nonlinear model.
Keywords
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Physics and Astronomy (General)
Authors
Annibal Figueiredo, Marcio T. de Castro, Sergio da Silva, Iram Gleria,