Microfoundations for diffusion price processes
Mikko S. Pakkanen
| Year of publication: |
2010
|
|---|---|
| Authors: | Pakkanen, Mikko S. |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 3.2010, 2, p. 89-114
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Herdenverhalten | Herding | Mikrofundierung | Microfoundations | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003983168