Publication:2711690

DOI<235::AID-ASMB389>3.0.CO;2-8 10.1002/(SICI)1526-4025(199910/12)15:4<235::AID-ASMB389>3.0.CO;2-8zbMath0966.60080MaRDI QIDQ2711690

No author found.

Publication date: 25 April 2001

zbMATH Keywords

anomalous diffusion; inverse power law; financial index; market-maker operators

Mathematics Subject Classification ID

60G15: Gaussian processes

62P05: Applications of statistics to actuarial sciences and financial mathematics

60G10: Stationary stochastic processes

91B24: Microeconomic theory (price theory and economic markets)

60J60: Diffusion processes

Cites Work

• Coordination and correlation in Markov rational belief equilibria