ECONOPHYSICS — A NEW AREA FOR COMPUTATIONAL STATISTICAL PHYSICS?

DOI10.1142/S0129183100000948zbMath1122.82301MaRDI QIDQ2718395

Dietrich Stauffer

Publication date: 3 October 2001

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Related Items

PREMIUM FORECASTING OF AN INSURANCE COMPANY: AUTOMOBILE INSURANCE ⋮ Invasion-percolation and statistics of US Treasury bonds ⋮ An extended network model with a packet diffusion process

Cites Work

• A microscopic model of the stock market: cycles, booms, and crashes
• Can percolation theory be applied to the stock market?
• The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS