Nonlinear Fokker-Planck equation in the model of asset returns.
Shapovalov, Alexander ; Trifonov, Andrey ; Masalova, Elena
SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only], Tome 4 (2008), / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
DOI : https://doi.org/10.3842/SIGMA.2008.038
EUDML-ID : urn:eudml:doc:55802 
@article{05309254,
     title = {Nonlinear Fokker-Planck equation in the model of asset returns.},
     journal = {SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only]},
     volume = {4},
     year = {2008},
     doi = {10.3842/SIGMA.2008.038},
     zbl = {1166.35340},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05309254}
}

Shapovalov, Alexander; Trifonov, Andrey; Masalova, Elena. Nonlinear Fokker-Planck equation in the model of asset returns.. SIGMA. Symmetry, Integrability and Geometry: Methods and Applications [electronic only], Tome 4 (2008) . doi : 10.3842/SIGMA.2008.038. http://gdmltest.u-ga.fr/item/05309254/