Nucleation of market shocks in the Sornette–Ide model*
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Publication:4647243
DOI10.1088/1469-7688/3/2/301zbMath1405.91763arXivcond-mat/0110124OpenAlexW2051824154MaRDI QIDQ4647243
Lena Roussenova, Dietrich Stauffer, Ana Proykova
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0110124
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
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