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scientific article; zbMATH DE number 1968547
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scientific article; zbMATH DE number 1968547

    Statements

    author
    Johannes Voit
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    publication date
    20 August 2003
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    zbMATH Keywords
    financial markets
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    statistical mechanics
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    random walk
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    Black-Scholes theory
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    scaling
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    risk control
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    turbulence
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91-02
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    60K35
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    82C03
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    91B30
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    zbMATH DE Number
    1968547
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