Stochastic Theory of Foreign Exchange Market Dynamics

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dc.creatorLaskin, Nikolai
dc.date1999-09-29
dc.date.accessioned2026-07-07T03:14:41Z
dc.date.available2026-07-07T03:14:41Z
dc.descriptionA new stochastic theory of a foreign exchange markets dynamics is developed. As a result we have the new probability distribution which well describes statistical and scaling dependencies ''experimentally'' observed in foreign exchange markets in recent years. The developed dynamic theory is compared with well-known phenomenological Levy distribution approach which is widely applied to this problem. It is shown that the developed stochastic dynamics and phenomenological approach based on the Levy distribution give the same statistical and scaling dependencies.
dc.description8 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/9909427
dc.identifierhttp://arxiv.org/abs/cond-mat/9909427
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/29765
dc.subjectCondensed Matter
dc.titleStochastic Theory of Foreign Exchange Market Dynamics
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