scientific article; zbMATH DE number 5671251

zbMATH Open1199.91247MaRDI QIDQ3405199FDOQ3405199

Authors: Ning Wang, Jun Wang, Guanghua Dong 

Publication date: 12 February 2010

Title of this publication is not available (Why is that?)

zbMATH Keywords

continuum percolationstock market indexfat-tail phenomenonLévy process

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Discrete-time Markov processes on general state spaces (60J05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (1)

• A continuum percolation model for stock price fluctuation as a Lévy process

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