Fluctuations of interface statistical physics models applied to a stock market model
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Publication:924626
DOI10.1016/j.nonrwa.2006.11.017zbMath1134.91468OpenAlexW1995727668MaRDI QIDQ924626
Publication date: 16 May 2008
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2006.11.017
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)
Related Items (8)
Modeling and complexity of stochastic interacting Lévy type financial price dynamics ⋮ Nonlinear scaling analysis approach of agent-based Potts financial dynamical model ⋮ Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system ⋮ Nonlinear fluctuation behavior of financial time series model by statistical physics system ⋮ Nonlinear behaviors of tail dependence and cross-correlation of financial time series model ⋮ Analysis of two-layered random interfaces for two dimensional Widom-Rowlinson's model ⋮ Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System ⋮ Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
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- Universal contingent claims in a general market environment and multiplicative measures: examples and applications
- SUPERCRITICAL ISING MODEL ON THE LATTICE FRACTAL — THE SIERPINSKI CARPET
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