Open AccessA Non-Gaussian Stock Price Model: Options, Credit and a Multi-Timescale Memory
Author(s) -
Lisa Borland
Publication year - 2006
Publication title -
progress of theoretical physics supplement
Language(s) - English
Resource type - Journals
ISSN - 0375-9687
DOI - 10.1143/ptps.162.155
Subject(s) - stylized fact , econometrics , gaussian , stock (firearms) , economics , stock price , generalization , financial economics , debt , computer science , mathematics , finance , series (stratigraphy) , physics , geology , engineering , keynesian economics , mechanical engineering , paleontology , mathematical analysis , quantum mechanics
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