IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stock Prices Fluctuations and Analytical Valuation of Contingent Claims by Stochastic Interacting Systems

2008 ISECS International Colloquium on Computing, Communication, Control, and Management (CCCM)

Author(s): Jun Wang ; Fang Zhao ; Cuining Wei
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2008
Conference Location: Guangzhou, China
Conference Date: 3 August 2008
Volume: 3
Page(s): 18 - 22
ISBN (Paper): 978-0-7695-3290-5
DOI: 10.1109/CCCM.2008.188
Regular:

In this paper, applying the theory of stochastic processes and interacting particle systems, including stopping time theory and the stochastic voter model, we model a financial price model that... View More

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