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Figure 2 | Boundary Value Problems

Figure 2

From: Effect of boundary conditions on stochastic Ising-like financial market price model

Figure 2

The fluctuations of stock prices and the corresponding returns. (a) The price time series simulated by the price model with the zero boundary condition ¿1 for ¿ = 0.8, ¿ = 0.58. (b) The corresponding logarithmic returns of the simulated price time series. (c) The closing prices of Hushen 300 Index from January 4, 2005 to December 31, 2010. (d) The corresponding logarithmic returns of Hushen 300 Index.

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