A Langevin equation for the rates of currency exchange based on the Markov analysis - Concepedia

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A Langevin equation for the rates of currency exchange based on the Markov analysis

23

Citations

18

References

2007

Year

Farnoush Farahpour, Zohreh Eskandari, Alireza Bahraminasab, G. R. Jafari, Fatemeh Ghasemi, Muhammad Sahimi, M. Reza Rahimi Tabar

Physica A Statistical Mechanics and its Applications

EconomicsMarkov AnalysisAsset PricingForeign Exchange OptionExchange Rate MovementBusinessExchange RateLangevin EquationForeign Exchange MarketFinanceCurrency Exchange

References

	Year	Citations

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