Dynamics of the price behavior in stock markets: a statistical physics approach

DOI10.1016/j.physa.2021.125813OpenAlexW3126258823MaRDI QIDQ2067455

Hung T. Diep, Gabriel Desgranges

Publication date: 18 January 2022

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

Full work available at URL: https://arxiv.org/abs/1912.11665

zbMATH Keywords

Monte Carlo simulationsmean-field theorymarket dynamicseconophysicsmarket networksprice variationstatistical physics models

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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