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Passive motion in dynamical disorder as a model for stock market prices
James P. Gleeson
University College Cork
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Dive into the research topics of 'Passive motion in dynamical disorder as a model for stock market prices'. Together they form a unique fingerprint.
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Mathematics
Power Law
100%
Gaussian Distribution
100%
Stock Market
100%
Market Price
100%
Limiting Case
50%
Option Pricing
50%
Cumulative Distribution Function
50%
Gaussian Random Field
50%
Implied Volatility
50%
Return Distribution
50%
Single Scale
50%
Computer Science
Numerical Simulation
100%
Cumulative Distribution
100%
Return Distribution
100%
Option Pricing
100%
Passive Motion
100%
Engineering
Gaussians
100%
Market Price
100%
Limiting Case
33%
Correlation Time
33%
Diffusive
33%
Random Field
33%
Cumulative Distribution Function
33%
Economics, Econometrics and Finance
Volatility
100%
Price
100%
Pricing
50%
Stock Price
50%