Scaling properties and universality of first-passage-time...

Physical Review E 2011 / 12 Vol. 84; Iss. 6

Scaling properties and universality of first-passage-time probabilities in financial markets

Perelló, Josep, Gutiérrez-Roig, Mario, Masoliver, Jaume
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Volume:
84
Language:
english
Journal:
Physical Review E
DOI:
10.1103/PhysRevE.84.066110
Date:
December, 2011
File:
PDF, 733 KB
english, 2011
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