Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation
The lattice fractal Sierpinski carpet and the percolation theory are applied to develop a new random stock price for the financial market. Percolation theory is usually used to describe the behavior of connected clusters in a random graph, and Sierpinski carpet is an infinitely ramified fractal. In...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/735068 |
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