Breakout From Potential Barrier or Rejection from Barrier
Halperin explains in his scholarly article 'Non-Equilibrium Skewness, Market Crises, and Option Pricing:
Non-Linear Langevin Model of Markets with Supersymmetry' that Geometric Brownian motion can create negative oscillation without a barrier to hold it back- Langevin dynamics are the key to creating the floor level of stocks and crypto. I believe that we are seeing an algorithm play out with Langevin dynamics.
Non-Linear Langevin Model of Markets with Supersymmetry' that Geometric Brownian motion can create negative oscillation without a barrier to hold it back- Langevin dynamics are the key to creating the floor level of stocks and crypto. I believe that we are seeing an algorithm play out with Langevin dynamics.