Equity prices as a simple harmonic oscillator with noise
Year of publication: |
2007
|
---|---|
Authors: | Ataullah, Ali ; Tippett, Mark |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 382.2007, 2, p. 557-564
|
Publisher: |
Elsevier |
Subject: | Brownian motion | Classical mechanics | Econophysics | Harmonic oscillator |
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