scientific article; zbMATH DE number 1604683
From MaRDI portal
Publication:2717138
Recommendations
- The Statistical Mechanics of Financial Markets
- scientific article; zbMATH DE number 1968547
- scientific article; zbMATH DE number 515790
- Statistical mechanics of nonlinear nonequilibrium financial markets
- Statistical physics in foreign exchange currency and stock markets
- Dynamics of the price behavior in stock markets: a statistical physics approach
- Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
- scientific article; zbMATH DE number 1698829
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
Cited in
(42)- Black swans and white eagles: On mathematics and finance
- Statistical physics and economics. Concepts, tools, and applications.
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
- Triangular arbitrage as an interaction among foreign exchange rates
- Application of computational statistical physics to scale invariance and universality in economic phenomena
- Roles of capital flow on the stability of a market system
- Modeling record-breaking stock prices
- The returns and risks of investment portfolio in a financial market
- Random magnets and correlations of stock price fluctuations
- Generalized entropy approach to stable Lévy distributions with financial application
- Statistical physics and economic fluctuations: do outliers exist?
- From Brownian motion to operational risk: statistical physics and financial markets
- Volatility cluster and herding
- Dynamics of cross-correlations in the stock market
- Combination of transition probability distribution and stable Lorentz distribution in stock markets
- Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity
- Fisher information and equilibrium distributions in econophysics
- Economic fluctuations and statistical physics: the puzzle of large fluctuations
- Disordered and complex systems. Proceedings of the international conference, London, UK, July 10--14, 2000
- Econophysics and physical economics
- scientific article; zbMATH DE number 2133811 (Why is no real title available?)
- The Role of the Normal Distribution in Financial Markets
- Mixing of the Glauber dynamics for the ferromagnetic Potts model
- Statistical mechanics of nonlinear nonequilibrium financial markets
- scientific article; zbMATH DE number 515790 (Why is no real title available?)
- scientific article; zbMATH DE number 1968547 (Why is no real title available?)
- scientific article; zbMATH DE number 1550531 (Why is no real title available?)
- scientific article; zbMATH DE number 2099701 (Why is no real title available?)
- Dynamics of Markets
- STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS
- Effective temperatures for single particle system under dichotomous noise
- Theory of Financial Risk and Derivative Pricing
- Introduction to econophysics. Correlations and complexity in finance.
- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE
- Brownian motion in the stock market
- Introduction to Econophysics
- Evidence of Markov properties of high frequency exchange rate data
- Quantifying economic fluctuations
- Higher-order phase transitions on financial markets
- Accounting for risk of non linear portfolios. A novel Fourier approach
- An introduction to statistical finance
- Fluctuations of interface statistical physics models applied to a stock market model
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2717138)
