Estimating stable fixed points and Langevin potentials for financial dynamics

Wand, Tobias; Wiedemann, Timo; Harren, Jan; Kamps, Oliver

Research article (journal) | Peer reviewed

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

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)