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Derivation of non-classical stochastic price dynamics equations - MaRDI portal

Derivation of non-classical stochastic price dynamics equations

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Publication:6323134

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DOI10.1016/J.PHYSA.2020.125118arXiv1908.01103MaRDI QIDQ6323134

Gunduz Caginalp, Carey Caginalp

Publication date: 2 August 2019

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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