A hyperbolic diffusion model for stock prices.
Bo Martin BibbyMichael M. SørensenPublished in: Finance Stochastics (1996)
Keyphrases
- diffusion model
- stock price
- stock market
- non stationary
- anisotropic diffusion
- diffusion models
- information diffusion
- partial differential equations
- stock exchange
- financial markets
- dow jones
- news articles
- historical data
- financial data
- laplace transform
- diffusion process
- information retrieval
- tft lcd
- diffusion tensor
- long term
- social networks
- trading systems
- motion estimation
- keywords