Effect of boundary conditions on stochastic Ising-like financial market price model
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Publication:361643
DOI10.1186/1687-2770-2012-9zbMath1273.35274OpenAlexW2106341890WikidataQ59290461 ScholiaQ59290461MaRDI QIDQ361643
Publication date: 29 August 2013
Published in: Boundary Value Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1687-2770-2012-9
stock marketboundary conditionfinancial time seriesstatistical analysisstochastic Ising-like spin model
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Heterogeneous agent models (91B69)
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Linking market interaction intensity of 3D Ising type financial model with market volatility ⋮ Nonlinear scaling analysis approach of agent-based Potts financial dynamical model ⋮ Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
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