Combustion Models in Finance

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dc.creatorTannous, C.
dc.creatorFessant, A.
dc.date2001-01-07
dc.date.accessioned2026-07-07T12:07:27Z
dc.date.available2026-07-07T12:07:27Z
dc.descriptionCombustion reaction kinetics models are used for the description of a special class of bursty Financial Time Series. The small number of parameters they depend upon enable financial analysts to predict the time as well as the magnitude of the jump of the value of the portfolio. Several Financial Time Series are analysed within this framework and applications are given.
dc.description6 pages, 8 figures, submitted to European Physical Journal on December 30 2000
dc.identifierhttps://arxiv.org/abs/physics/0101042
dc.identifierhttp://arxiv.org/abs/physics/0101042
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208978
dc.subjectPhysics and Society
dc.subjectGeneral Physics
dc.subjectGeneral Finance
dc.titleCombustion Models in Finance
dc.typetext

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