Estimating stable fixed points and Langevin potentials for financial dynamics
Wand, Tobias; Wiedemann, Timo; Harren, Jan; Kamps, Oliver
Research article (journal) | Peer reviewedAbstract
Details about the publication
Journal: Physical Review E (PRE)
Volume: 109
Issue: 2
Status: Published
Release year: 2024 (28/02/2024)
Keywords: SDE; Polynomial Drift; Stable Price
Authors from the University of Münster
| Harren, Jan | Chair of Derivatives and Financial Engineering (Prof. Branger) |
| Kamps, Oliver | Center for Data Science and Complexity (CDSC) |
| Wand, Tobias | Center for Data Science and Complexity (CDSC) |
| Wiedemann, Timo | Chair of Derivatives and Financial Engineering (Prof. Branger) |