| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 976279 | Physica A: Statistical Mechanics and its Applications | 2009 | 7 Pages |
Abstract
Our results are compatible with the viewpoint that variable diffusion processes are possible models for financial markets.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Gemunu H. Gunaratne, Matthew Nicol, Lars Seemann, Andrei Török,