Volatility driven market in a generalized Lotka-Volterra formalism (Q5951433)
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scientific article; zbMATH DE number 1685665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility driven market in a generalized Lotka-Volterra formalism |
scientific article; zbMATH DE number 1685665 |
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Volatility driven market in a generalized Lotka-Volterra formalism (English)
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6 January 2002
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multiplicative random factor
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auto-correlations
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non-trivial feedback loop
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generalized Lotka-Volterra formalism
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Pareto law
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market price volatility
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variance of the investors wealth
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