Dynamics of Markets
DOI10.1017/CBO9780511606588zbMath1052.91002OpenAlexW4240736275MaRDI QIDQ4821527
Publication date: 13 October 2004
Full work available at URL: https://doi.org/10.1017/cbo9780511606588
stochastic processesoption pricingcapital asset pricing modelthermodynamics vs. instability of markets
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Foundations of time-dependent statistical mechanics (82C03)
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