Estimating stable fixed points and Langevin potentials for financial dynamics
Wand, Tobias; Wiedemann, Timo; Harren, Jan; Kamps, Oliver
Abstract
Keywords
SDE; Polynomial Drift; Stable Price
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2024
Journal
Physical Review E
Volume
109
Issue
2
ISSN
2470-0045
DOI