Fluctuations of stock price model by statistical physics systems (Q984186): Difference between revisions

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+https://doi.org/10.1016/j.mcm.2009.12.003
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+W2061336862
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+Threshold bipower variation and the impact of jumps on volatility forecasting
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+MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS
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+The Pricing of Options and Corporate Liabilities
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+The statistical properties of the interfaces for the lattice Widom--Rowlinson model
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