A reaction-diffusion model for market fluctuations -- a relation between price change and traded volumes
From MaRDI portal
Publication:1709155
DOI10.1016/J.PHYSLETA.2017.12.024zbMath1386.91108OpenAlexW2778561041MaRDI QIDQ1709155
Publication date: 27 March 2018
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physleta.2017.12.024
bond marketreaction-diffusion modelmarket fluctuationseconophysicstraded volumeszero-intelligence model
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
This page was built for publication: A reaction-diffusion model for market fluctuations -- a relation between price change and traded volumes