论文信息 - The CTRWs in finance: the mean exit time

The CTRWs in finance: the mean exit time

The continuous time random walk (CTRW) has become a widely-used tool for studying the microstructure of random process appearing in many physical phenomena. We here report the CTRW analysis applied to the market dynamics which has been recently explored by physicists. We focuss on the mean exit problem.

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