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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Perelló, Josep, 1974- |
dc.contributor.author | Masoliver, Jaume, 1951- |
dc.date | 2011-07-07T12:54:23Z |
dc.date | 2011-07-07T12:54:23Z |
dc.date | 2003 |
dc.identifier.citation | 1063-651X |
dc.identifier.citation | 512332 |
dc.identifier.uri | http://hdl.handle.net/2445/18870 |
dc.format | 4 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | The American Physical Society |
dc.relation | Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.67.037102 |
dc.relation | Physical Review E, 2003, vol. 67, núm. 3, p. 037102-1-037102-4 |
dc.relation | http://dx.doi.org/10.1103/PhysRevE.67.037102 |
dc.rights | (c) American Physical Society, 2003 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Mercat financer |
dc.subject | Moviment brownià |
dc.subject | Física matemàtica |
dc.subject | Financial market |
dc.subject | Brownian movements |
dc.subject | Mathematical physics |
dc.title | Random diffusion and leverage effect in financial markets |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.description.abstract |