Langevin.

Tobias Wand1, Timo Wiedemann2, Jan Harren2

  • 1Institut für Theoretische Physik, Universität Münster, Wilhelm-Klemm-Str. 9, 48149 Münster, Germany and Center for Nonlinear Science, Universität Münster, Corrensstr. 2, 48149 Münster, Germany.

Physical review. E
|March 16, 2024
PubMed
概括

这项研究通过多项式漂移增强了几何布朗运动 (GBM),找到一个二次模型 (q=2) 最好描述财务数据. 这种概括揭示了稳定的价格潜力,解决了标准GBM模型的局限性.

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