About Markov, Gibbs, \dots gauge theory \dots finance
From MaRDI portal
Publication:670947
DOI10.1007/978-981-13-2715-5_28zbMATH Open1409.91282OpenAlexW2902764627MaRDI QIDQ670947FDOQ670947
Authors: Juan-Miguel Gracia
Publication date: 20 March 2019
Full work available at URL: https://doi.org/10.1007/978-981-13-2715-5_28
Recommendations
- Markov Chains
- Markov chains. Gibbs fields, Monte Carlo simulation and queues
- scientific article; zbMATH DE number 1775584
- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE
- Gibbs measures in a Markovian context and dimension
- Stochastic processes. From physics to finance
- scientific article; zbMATH DE number 1429857
- Random processes in physics and finance
- scientific article; zbMATH DE number 1376814
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Statistical methods; risk measures (91G70)
Cited In (1)
This page was built for publication: About Markov, Gibbs, \dots gauge theory \dots finance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q670947)