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Geometric Brownian motion with intermittent entries and exits

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Pal, Suvam, Stojkoski, Viktor, Pal, Arnab, Sandev, Trifce
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	General Economics Economics Statistical Mechanics Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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