Statistical mechanics of asset markets with private information

DOI10.1080/713665667zbMath1405.91709arXivcond-mat/0101351OpenAlexW3125884258WikidataQ61444467 ScholiaQ61444467MaRDI QIDQ4646476

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Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0101351

zbMATH Keywords

statistical mechanicsprivate informationasset markets

Mathematics Subject Classification ID

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

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