Generalized Ornstein–Uhlenbeck process by Doob’s theorem and the time evolution of financial prices RCB da Fonseca, A Figueiredo, MT de Castro, FM Mendes Physica A: Statistical Mechanics and its Applications 392 (7), 1671-1680, 2013 | 8 | 2013 |
Bypassing the truncation problem of truncated Lévy flights R Matsushita, S Da Silva, R Da Fonseca, M Nagata Physica A: Statistical Mechanics and its Applications 559, 125035, 2020 | 7 | 2020 |
Diffusion equations and the time evolution of foreign exchange rates A Figueiredo, MT de Castro, RCB da Fonseca, I Gleria Physics Letters A 377 (25-27), 1571-1581, 2013 | 4 | 2013 |
On the time-homogeneous Ornstein–Uhlenbeck process in the foreign exchange rates RCB da Fonseca, RY Matsushita, MT de Castro, A Figueiredo Physics Letters A 379 (37), 2154-2168, 2015 | 3 | 2015 |
Using the Lévy sections to reduce risks in the buying strategies and asset sales that value in time A Figueiredo, MT de Castro, RCB da Fonseca, RY Matsushita Communications in Nonlinear Science and Numerical Simulation 104, 106023, 2022 | | 2022 |