21aEL-1 Application of nonlinear Fokker-Planck equation for market price fluctuations
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- Ieda Masashi
- Tokyo Institute of Technology
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- Shiino Masatoshi
- Tokyo Institute of Technology
Bibliographic Information
- Other Title
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- 21aEL-1 市場価格変動に対する非線形Fokker-Planck方程式の応用(21aEL 経済物理学(金融市場),領域11(統計力学,物性基礎論,応用数学,力学,流体物理))
Journal
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- Meeting Abstracts of the Physical Society of Japan
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Meeting Abstracts of the Physical Society of Japan 65.1.2 (0), 297-, 2010
The Physical Society of Japan
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Details 詳細情報について
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- CRID
- 1390282680944858752
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- NII Article ID
- 110007654949
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- ISSN
- 21890803
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- Text Lang
- ja
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- Data Source
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- JaLC
- CiNii Articles