scientific article; zbMATH DE number 912563
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Publication:4887222
zbMath0854.90012MaRDI QIDQ4887222
Publication date: 1 August 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov chainsOrnstein-Uhlenbeck processesfinancial marketdiffusion limitprobabilistic cellular automatafluctuation of stock prices
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Towards a self-consistent theory of volatility ⋮ Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values ⋮ Mean field games ⋮ Large investor trading impacts on volatility
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