Journal of Mathematical Finance

Vol.2 No.1(2012), Paper ID 17581, 12 pages

DOI:10.4236/jmf.2012.21001

 

The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices

 

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

 

Dipartimento di Matematica e Informatica, Università di Camerino, Camerino, Italy
CERI—Centro di Ricerca “Previsione, Prevenzione e Controllo dei Rischi Geologici”, Università di Roma “La Sapienza”,
Dipartimento di Scienze Sociali “D. Serrani”, Università Politecnica delle Marche, Ancona, Italy
Dipartimento di Matematica “G. Castelnuovo”, Università di Roma “La Sapienza”, Roma, Italy

 

Copyright © 2012 Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


L. Fatone, F. Mariani, M. Recchioni and F. Zirilli, "The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices," Journal of Mathematical Finance, Vol. 2 No. 1, 2012, pp. 1-12. doi: 10.4236/jmf.2012.21001.

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