A Langevin equation for the rates of currency exchange based on the Markov 
analysis

Farahpour, F.; Eskandari, Z.; Bahraminasab, A.; Jafari, G.R.; Ghasemi, F.; Sahimi, M.; Reza Rahimi Tabar, M.

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A Langevin equation for the rates of currency exchange based on the Markov analysis

Farahpour, F., Eskandari, Z., Bahraminasab, A., Jafari, G., Ghasemi, F., Sahimi, M., et al. (2007). A Langevin equation for the rates of currency exchange based on the Markov analysis. Physica A, 385(2), 601-608.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0029-98D7-3 Version Permalink: https://hdl.handle.net/11858/00-001M-0000-0029-98D8-1

Genre: Journal Article

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Farahpour, F., Author
Eskandari, Z., Author
Bahraminasab, A., Author
Jafari, G.R., Author
Ghasemi, F.¹, Author
Sahimi, M., Author
Reza Rahimi Tabar, M., Author

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1Max Planck Institute for the Physics of Complex Systems, Max Planck Society, ou_2117288

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MPIPKS: Stochastic processes

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Language(s): eng - English

Dates: Date issued: 2007

Publication Status: Issued

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Identifiers: eDoc: 335671

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Title: Physica A

Source Genre: Journal

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Pages: - Volume / Issue: 385 (2) Sequence Number: - Start / End Page: 601 - 608 Identifier: ISSN: 0378-4371