Abstract

The continuous time random walk (CTRW) has become a widely-used tool for studying the microstructure of random process appearing in many physical phenomena. We here report the CTRW analysis applied to the market dynamics which has been recently explored by physicists. We focuss on the mean exit problem.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call