Scaling and data collapse for the mean exit time of asset prices.
about
Data collapse, scaling functions, and analytical solutions of generalized growth models.Backward jump continuous-time random walk: an application to market trading.First-passage and risk evaluation under stochastic volatility.Scaling properties and universality of first-passage-time probabilities in financial markets.Parrondo-like behavior in continuous-time random walks with memory.Monotonic continuous-time random walks with drift and stochastic reset events.Exit times in non-Markovian drifting continuous-time random-walk processes.
P2860
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P2860
Scaling and data collapse for the mean exit time of asset prices.
description
2005 nî lūn-bûn
@nan
2005 թուականի Նոյեմբերին հրատարակուած գիտական յօդուած
@hyw
2005 թվականի նոյեմբերին հրատարակված գիտական հոդված
@hy
2005年の論文
@ja
2005年論文
@yue
2005年論文
@zh-hant
2005年論文
@zh-hk
2005年論文
@zh-mo
2005年論文
@zh-tw
2005年论文
@wuu
name
Scaling and data collapse for the mean exit time of asset prices.
@ast
Scaling and data collapse for the mean exit time of asset prices.
@en
type
label
Scaling and data collapse for the mean exit time of asset prices.
@ast
Scaling and data collapse for the mean exit time of asset prices.
@en
prefLabel
Scaling and data collapse for the mean exit time of asset prices.
@ast
Scaling and data collapse for the mean exit time of asset prices.
@en
P2093
P2860
P50
P1433
P1476
Scaling and data collapse for the mean exit time of asset prices
@en
P2093
Fabrizio Lillo
Josep Perelló
Rosario N Mantegna
P2860
P304
P356
10.1103/PHYSREVE.72.056101
P407
P433
P577
2005-11-02T00:00:00Z
P698
P818
physics/0507054