Amanote Research

Amanote Research

    RegisterSign In

A Non-Linear Double Stochastic Model of Return in Financial Markets

doi 10.5772/9748
Full Text
Open PDF
Abstract

Available in full text

Date

August 17, 2010

Authors
Vygintas GontisJulius RuseckasAleksejus Kononoviius
Publisher

Sciyo


Related search

Consentaneous Agent-Based and Stochastic Model of the Financial Markets

PLoS ONE
Multidisciplinary
2014English

Non Random Behavior in Financial Markets

SSRN Electronic Journal
2018English

Stochastic Non-Linear Programming

Journal of the Australian Mathematical Society
1964English

Multiplicative Random Cascades With Additional Stochastic Process in Financial Markets

Evolutionary and Institutional Economics Review
2018English

Estimating a Structural Model of Herd Behavior in Financial Markets

IMF Working Papers
2010English

Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Tradeoff

SSRN Electronic Journal
2009English

Piecewise-Linear Maps and Their Application to Financial Markets

Frontiers in Applied Mathematics and Statistics
Applied MathematicsStatisticsProbability
2016English

A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model With Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes

Journal of Mathematical Finance
2018English

On Piecewise Linear Approximation for Non-Linear Stochastic Evolution

Теория вероятностей и ее применения
1998English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy