Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness

DOI10.1016/S0378-4371(97)00569-4zbMath0970.91018OpenAlexW2040119797WikidataQ57710180 ScholiaQ57710180MaRDI QIDQ5947212

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Publication date: 21 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(97)00569-4

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cites Work

• Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
• Self-organized criticality
• Multiplicative stochastic differential equations with noise-induced transitions
• Statistical properties of the noisy on - off intermittency

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