Correlated Stochastic Dynamics in Financial Markets.
Thesis investigates the dynamics of financial markets. Nowadays, this is one of the emergent fields in physics and requires a multidisciplinary approach. The thesis studies the first work made by the financial mathematicians and presents those in a more comprehensible form for a physicist. Option pr...
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| Format: | Doctoral Thesis |
| Language: | English |
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Universitat de Barcelona
2001
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| Online Access: | http://hdl.handle.net/10803/1787 http://nbn-resolving.de/urn:isbn:846881153X |