Stochastic multiplicative processes for financial markets

DOI10.1016/S0378-4371(02)00519-8zbMath0994.91017arXivcond-mat/0110273MaRDI QIDQ1596673

Zhi-Feng Huang, Sorin Solomon

Publication date: 2 May 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0110273

zbMATH Keywords

finite asynchronous elementstruncated Levy-like distributionwealth evolution

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (3)

A trade-investment model for distribution of wealth ⋮ BENFORD'S LAW IN POWER-LIKE DYNAMICAL SYSTEMS ⋮ Generalised central limit theorems for growth rate distribution of complex systems

Cites Work

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• Lise Meitner’s escape from Germany
• Finite market size as a source of extreme wealth inequality and market instability

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