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Statistical behavior of a financial model by lattice fractal Sierpinski carpet percolation
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نویسنده
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wang x. ,wang j.
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منبع
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journal of applied mathematics - 2012 - دوره : 2012 - شماره : 0
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چکیده
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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 this paper,we consider percolation on the sierpinski carpet lattice,and the corresponding financial price model is given and investigated. then,we analyze the statistical behaviors of the hong kong hang seng index and the simulative data derived from the financial model by comparison. copyright © 2012 xu wang and jun wang.
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آدرس
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department of mathematics,key laboratory of communication and information system,beijing jiaotong university, China, department of mathematics,key laboratory of communication and information system,beijing jiaotong university, China
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Authors
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