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• W2751719015 startingPage "828" @default.
• W2751719015 abstract "We have used the Itô’s stochastic differential equation for the double well with additive white noise as a mathematical model for price dynamics of the financial market. We have presented a model which allows us to test within the same framework the comparative explanatory power of rational agents versus irrational agents, with respect to the facts of financial markets. We have obtained the mean price in terms of the β parameter that represents the force of the randomness term of the model." @default.
• W2751719015 created "2017-09-15" @default.
• W2751719015 creator A5038549061 @default.
• W2751719015 creator A5057479881 @default.
• W2751719015 date "2018-01-01" @default.
• W2751719015 modified "2023-10-02" @default.
• W2751719015 title "Price dynamics of the financial markets using the stochastic differential equation for a potential double well" @default.
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• W2751719015 doi "https://doi.org/10.1016/j.physa.2017.08.106" @default.
• W2751719015 hasPublicationYear "2018" @default.
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