Microfoundations for diffusion price processes (Q1932534): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11579-010-0029-7
+Normal rank
@@ Property / OpenAlex ID @@
+W1999692847
@@ Property / OpenAlex ID: W1999692847 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
+Normal rank
@@ Property / cites work @@
+Q4148368
@@ Property / cites work: Q4148368 / rank @@
+Normal rank
@@ Property / cites work @@
+A Microeconomic Approach to Diffusion Models For Stock Prices
+Normal rank
@@ Property / cites work @@
+Market Volatility and Feedback Effects from Dynamic Hedging
+Normal rank
@@ Property / cites work @@
+Financial price fluctuations in a stock market model with many interacting agents
+Normal rank
@@ Property / cites work @@
+QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
+Normal rank
@@ Property / cites work @@
+Price Manipulation and Quasi-Arbitrage
@@ Property / cites work: Price Manipulation and Quasi-Arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularly varying functions
@@ Property / cites work: Regularly varying functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank