{
  "annotation_id": "7a1c9159-3047-4145-a820-26749c7b6c5b",
  "date_created": "2026-03-02T18:01:10.735000Z",
  "date_modified": "2026-03-02T18:01:10.735000Z",
  "file_hash": "5a022863345ba79728ddb3728126194e0feced1e063a2173e6afaebcbe4e5cc3",
  "private": false,
  "record": {
    "abstract": "We present several models to describe the stochastic evolution of stocks that\nshow some strong resistance at some level and generalize to this situation the\nevolution based upon geometric Brownian motion. If volatility and drift are\nrelated in a certain way we show that our model can be integrated in an exact\nway. The related problem of how to prize general securities that pay dividends\nat a continuous rate and earn a terminal payoff at maturity is solved via the\nmartingale probability approach.",
    "arxiv_id": "physics/0608019",
    "authors": [
      "Javier Villarroel"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.PR"
    ],
    "doi": "10.1016/j.physa.2007.02.024",
    "title": "Stochastic model for market stocks with strong resistance",
    "url": "https://arxiv.org/abs/physics/0608019"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "f128adc3-445d-4127-b2a7-37787aa2880a",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}