Invasion-percolation and statistics of US Treasury bonds

DOI10.1016/S0378-4371(01)00374-0zbMath0974.91029MaRDI QIDQ5947857

A. Bershadskii

Publication date: 23 October 2001

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

zbMATH Keywords

analytic fractal cluster branching cascadeschaos onsetstochastic behaviors

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

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• Multifractal returns and hierarchical portfolio theory
• Introduction to Econophysics

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