An introduction to statistical finance
From MaRDI portal
Publication:699524
DOI10.1016/S0378-4371(02)01039-7zbMath0998.91027OpenAlexW2130052807MaRDI QIDQ699524
Publication date: 24 September 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01039-7
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Heterogeneous agent models (91B69)
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