ARANEDA BARAHONA, Axel A. Price modelling under scaled Brownian motion. In 2024 Econophysics Colloquium. 2024.
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Basic information
Original name Price modelling under scaled Brownian motion
Authors ARANEDA BARAHONA, Axel A.
Edition 2024 Econophysics Colloquium, 2024.
Other information
Type of outcome Presentations at conferences
Confidentiality degree is not subject to a state or trade secret
Keywords in English Scaled Brownian motion; Anomaoulus diffusion; Option pricing; First-hitting time; Credit Default Swaps
Tags International impact, Reviewed
Changed by Changed by: Axel Alejandro Araneda Barahona, Ph.D., učo 245643. Changed: 6/7/2024 15:56.
PrintDisplayed: 15/10/2024 20:13