A path integral based model for stocks and order dynamics

DOI10.1016/J.PHYSA.2018.07.007OpenAlexW2789935899MaRDI QIDQ2153451FDOQ2153451

Giovanni Paolinelli, Gianni Arioli

Publication date: 4 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.07904

zbMATH Keywords

econophysicsgauge theoryfinancial marketspath integralfat tailsstock pricesorders dynamics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Title not available (Why is that?)
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• Gauge geometry of financial markets
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• Pricing derivatives by path integral and neural networks

Cited In (2)

• Nonstationary response of a nonlinear economic cycle model under random disturbance
• A model for stocks dynamics based on a non-Gaussian path integral

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