Financial time operator for random walk markets
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Publication:508162
DOI10.1016/j.chaos.2013.08.010zbMath1355.91056OpenAlexW1987257353MaRDI QIDQ508162
Ioannis E. Antoniou, Ilias Gialampoukidis, Karl Gustafson
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2013.08.010
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Statistical methods; economic indices and measures (91B82) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)
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