ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE
type: Item
instance of: scholarly article
title: ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE
zbMATH Open document ID: 1073.91060
DOI: 10.1142/S021797920402432X
published in: International Journal of Modern Physics B
publication date: 2005-08-30T00:00:00Z
Mathematics Subject Classification ID: 91B99
Mathematics Subject Classification ID: 82C99
zbMATH DE Number: 2200381
zbMATH Keywords: Statistical physics
zbMATH Keywords: quantitative finance
zbMATH Keywords: econophysics
author: Maria I. Loffredo
MaRDI profile type: MaRDI publication profile
cites work: Introduction to Econophysics
cites work: Q4948550
cites work: Q4794126
cites work: Nonlinear Time Series Analysis
cites work: Multifractal detrended fluctuation analysis of nonstationary time series
cites work: Scaling behaviors in differently developed markets
cites work: Volatility in financial markets: Stochastic models and empirical results
cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
cites work: Generalized autoregressive conditional heteroscedasticity
cites work: Statistical mechanics of complex networks
Recommended article: The Statistical Mechanics of Financial Markets
Recommended article: Q2717138
Recommended article: Statistical physics in foreign exchange currency and stock markets
Recommended article: Statistical mechanics of nonlinear nonequilibrium financial markets
Recommended article: Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
Recommended article: Random processes in physics and finance
Recommended article: From Brownian motion to operational risk: statistical physics and financial markets
Recommended article: Quantitative finance and risk management. A physicist's approach
description: scientific article; zbMATH DE number 2200381