INNER MARKET AS A 'BLACK BOX' OF PARAMETERS FOR THE ENTIRE MARKET

DOI10.1142/S0219024902001614zbMath1107.91308MaRDI QIDQ3022061

Ari Belenkiy

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

kurtosisFokker--Planck equationinner market

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• The futility of utility: how market dynamics marginalize Adam Smith
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS

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