tailieunhanh - Báo cáo toán học: " Effect of boundary conditions on stochastic Ising-like financial market price model"

Tuyển tập các báo cáo nghiên cứu khoa học ngành toán học được đăng trên tạp chí toán học quốc tế đề tài: Effect of boundary conditions on stochastic Ising-like financial market price model | Boundary Value Problems SpringerOpen0 This Provisional PDF corresponds to the article as it appeared upon acceptance. Fully formatted PDF and full text HTML versions will be made available soon. Effect of boundary conditions on stochastic Ising-like financial market price model Boundary Value Problems 2012 2012 9 doi 1687-2770-2012-9 Wen Fang fangwenwen@ Jun Wang wangjun@ ISSN 1687-2770 Article type Review Submission date 20 May 2011 Acceptance date 2 February 2012 Publication date 2 February 2012 Article URL http content 2012 1 9 This peer-reviewed article was published immediately upon acceptance. It can be downloaded printed and distributed freely for any purposes see copyright notice below . For information about publishing your research in Boundary Value Problems go to http authors instructions For information about other SpringerOpen publications go to http 2012 Fang and Wang licensee Springer. This is an open access article distributed under the terms of the Creative Commons Attribution License http licenses by which permits unrestricted use distribution and reproduction in any medium provided the original work is properly cited. Effect of boundary conditions on stochastic Ising-like financial market price model Wen Fang and Jun Wang Department of Mathematics Key Laboratory of Communication and Information System Beijing Jiaotong University 100044 Beijing . China Corresponding author wangjun@ Email address WF fangwenwen@ Abstract Price formation in financial markets based on the 2D stochastic Ising-like spin model is proposed with a randomized inverse temperature of each trading day. The statistical behaviors of returns of this financial model are investigated for zero boundary condition and five different classes of mixed boundary conditions. For comparison with actual financial markets we also .

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