Stock price fluctuation as a diffusion in a random environment
Work
Year: 1994
Type: article
Source: Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences
Author Hans Föllmer
Cites: 25
Cited by: 41
Related to: 10
FWCI: 0.766
Citation percentile (by year/subfield): 92.54
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed