✦ LIBER ✦

The continuous time random walk formalism in financial markets

✍ Scribed by Jaume Masoliver; Miquel Montero; Josep Perelló; George H. Weiss

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Equilibrium in Continuous-Time Financial

✍ Robert M. Anderson; Roberto C. Raimondo 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 539 KB

The Correlated Random Walk in Continuous

✍ Asha Seth Kapadia 📂 Article 📅 1975 🏛 John Wiley and Sons 🌐 French ⚖ 392 KB

QUASI-STATIONARY BEHAVIOUR IN THE RANDOM

✍ Seneta, E. 📂 Article 📅 1966 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 273 KB

Coupled continuous time random walks in

✍ Mark M. Meerschaert; Enrico Scalas 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 290 KB

A continuous-time generalization of the

✍ Jaume Masoliver; Katja Lindenberg; George H. Weiss 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 410 KB

Pricing on electricity market based on c

✍ Ewa Broszkiewicz-Suwaj; Agnieszka Jurlewicz 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 470 KB