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TIT
2002

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A model for stock price fluctuations based on information

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A model for stock price fluctuations based on information

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I present a new model for stock price fluctuations based on a concept of "information." In contrast, the usual Black

Lawrence A. Shepp

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Stock Price Fluctuations | Stock Prices | TIT 2002 | Usual Blackscholesmertonsamuelson Model |

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Added	23 Dec 2010
Updated	23 Dec 2010
Type	Journal
Year	2002
Where	TIT
Authors	Lawrence A. Shepp

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