The continuous time random walk formalism in financial markets

Jaume Masoliver (), Miquel Montero (), Josep Perelló () and George H. Weiss

Journal of Economic Behavior & Organization, 2006, vol. 61, issue 4, pages 577-598

Date: 2006
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Working Paper: The continuous time random walk formalism in financial markets (2006)
Working Paper: The continuous time random walk formalism in financial markets
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Persistent link: http://EconPapers.repec.org/RePEc:eee:jeborg:v:61:y:2006:i:4:p:577-598

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