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- W2260437604 abstract "The evolution of prices on ideal market is given by geometrical Brownian motion, where Gaussian white noise describes fluctuations. We study the effect of correlations introduced by a color noise." @default.
- W2260437604 created "2016-06-24" @default.
- W2260437604 creator A5064667917 @default.
- W2260437604 date "2007-02-01" @default.
- W2260437604 modified "2023-09-27" @default.
- W2260437604 title "Geometrical Brownian Motion Driven by Color Noise" @default.
- W2260437604 hasPublicationYear "2007" @default.
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