Can percolation theory be applied to the stock market?

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1521-3889(199811)7:5/6<529::AID-ANDP529>3.0.CO;2-Q" /><529::AID-ANDP529>3.0.CO;2-Q 10.1002/(SICI)1521-3889(199811)7:5/6<529::AID-ANDP529>3.0.CO;2-QzbMath0917.90037OpenAlexW2092334367MaRDI QIDQ4239953

Dietrich Stauffer

Publication date: 2 May 1999

Full work available at URL: https://doi.org/10.1002/(sici)1521-3889(199811)7:5/6<529::aid-andp529>3.0.co;2-q

zbMATH Keywords

stock marketsimulationspercolation theoryvolatilityCont-Bouchaud model

Mathematics Subject Classification ID

Phase transitions (general) in equilibrium statistical mechanics (82B26)

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