Fluctuations of stock price model by statistical physics systems
From MaRDI portal
Publication:984186
DOI10.1016/j.mcm.2009.12.003zbMath1190.91117MaRDI QIDQ984186
Jun Wang, Qiuyuan Wang, Jiguang Shao
Publication date: 16 July 2010
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2009.12.003
critical value; Gibbs measure; random continuum percolation; statistical physics model; stock price process
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
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Cites Work
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