Vygintas Gontis, Julius Ruseckas and Aleksejus
Kononovicius (2010). A Non-Linear Double Stochastic Model of Return in
Financial Markets, Stochastic Control, Chris Myers (Ed.), ISBN:
978-953-307-121-3, Sciyo, Available from:
https://www.intechopen.com/books/3748
– the latest review of research, done in the recent years, by
scientists from Institute of Theoretical Physics and Astronomy, Vilnius
University.
Physical interest in social systems, economics, financial markets and
other so-called complex systems is growing for at least the last few
decades. We have taken up interest in the financial markets back in
2004. Since then we have participated in European COST project Physics
of Risk, which helped us maintain our present course. Recently we were
invited to share our results with scientific community through the book
named Stochastic Control. In 2010 this book was published by open
access publisher sciyo.com, who has made electronic version of this book
freely available at
https://www.intechopen.com.
Next we briefly discuss our research and the scientific context, thus
if you want to familiarize yourself more with our research you should
start by reading chapter 27 of aforementioned book.