Physics – Condensed Matter – Statistical Mechanics
Scientist
Physics
Condensed Matter
Statistical Mechanics
Scientist
A theory for Fluctuations in Stock Prices and Valuation of their Options
An Empirical Model for Volatility of Returns and Option Pricing
ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory
Hurst Exponents, Markov Processes, and Fractional Brownian motion
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