Partial Differential Equations for Time Development of Stock Prices, Properties, etc. and the Inverse Power Law

Assuming that the short time behavior of such quantities as stock prices of each companies is dominated by a probabilistic process and the probability distribution of variation in short time obeys a kind of scaling law, we derive partial differential equations that describe continuous time developme...

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Veröffentlicht in:	Progress of theoretical physics. Supplement 2009-01, Vol.179, p.51-59
1. Verfasser:	Takagi, Fujio
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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