Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation

DOI10.1016/j.physleta.2018.03.025zbMath1386.91151OpenAlexW2792741501WikidataQ130107195 ScholiaQ130107195MaRDI QIDQ1708150

Wei Zhang, Jun Wang

Publication date: 4 April 2018

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2018.03.025

zbMATH Keywords

percolationpower-law distributionfractional ordinal array complexityfractional sample entropynonlinear stochastic complex interacting dynamicsSierpinski gasket fractal-like lattice

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Percolation (82B43) Fractals (28A80)

Cites Work

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