Jaume Masoliver
- Continuous-time random-walk model for financial distributions
2002/10/23 by Jaume Masoliver, Miquel Montero, George H. Weiss · 176 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #Continuous-time random walk #Econometrics #Economics #Exchange rate #Finance #Financial Risk and Volatility Modeling #Formalism (music) #Jump #Liberian dollar #Mathematics #Physics #Probability density function #Probability distribution #Quantum mechanics #Random walk #Statistical physics #Statistics #Stochastic processes and financial applications #Us dollar #cond-mat.stat-mech #q-fin.ST