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2012 Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation
Xu Wang, Jun Wang
J. Appl. Math. 2012: 1-12 (2012). DOI: 10.1155/2012/735068

Abstract

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.

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Xu Wang. Jun Wang. "Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation." J. Appl. Math. 2012 1 - 12, 2012. https://doi.org/10.1155/2012/735068

Information

Published: 2012
First available in Project Euclid: 14 December 2012

MathSciNet: MR2880833
Digital Object Identifier: 10.1155/2012/735068

Rights: Copyright © 2012 Hindawi

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