The continuous time random walk formalism in financial markets
| Year of publication: |
2006
|
|---|---|
| Authors: | Masoliver, Jaume ; Montero, Miquel ; Perello, Josep ; Weiss, George H. |
| Published in: |
Journal of Economic Behavior & Organization. - Elsevier, ISSN 0167-2681. - Vol. 61.2006, 4, p. 577-598
|
| Publisher: |
Elsevier |