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Dynamics of Markets - MaRDI portal

Dynamics of Markets (Q5902185)

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scientific article; zbMATH DE number 5620315
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English
Dynamics of Markets
scientific article; zbMATH DE number 5620315

    Statements

    title
    Dynamics of Markets (English)
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    author
    Joseph L. McCauley
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    publication date
    26 October 2009
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    zbMATH Keywords
    econophysics
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    stochastic processes
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    financial markets
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    instability of markets
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    equilibrium
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    Itô processes
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    martingales
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    portfolio selection
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    capital asset pricing model
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    option pricing
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    scaling, complexity
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91B80
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    91G10
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    91G20
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    91G80
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    91B84
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    91B70
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    zbMATH DE Number
    5620315
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    OpenAlex ID
    W4214905207
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