Fluctuations of interface statistical physics models applied to a stock market model
From MaRDI portal
Publication:924626
DOI10.1016/j.nonrwa.2006.11.017zbMath1134.91468OpenAlexW1995727668MaRDI QIDQ924626
Publication date: 16 May 2008
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2006.11.017
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)
Related Items
Modeling and complexity of stochastic interacting Lévy type financial price dynamics ⋮ Nonlinear scaling analysis approach of agent-based Potts financial dynamical model ⋮ Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system ⋮ Nonlinear fluctuation behavior of financial time series model by statistical physics system ⋮ Nonlinear behaviors of tail dependence and cross-correlation of financial time series model ⋮ Analysis of two-layered random interfaces for two dimensional Widom-Rowlinson's model ⋮ Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System ⋮ Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach
- Modeling power forward prices for power with spikes: a non-Markovian approach
- The statistical properties of the interfaces for the lattice Widom--Rowlinson model
- Universal contingent claims in a general market environment and multiplicative measures: examples and applications
- SUPERCRITICAL ISING MODEL ON THE LATTICE FRACTAL — THE SIERPINSKI CARPET
This page was built for publication: Fluctuations of interface statistical physics models applied to a stock market model
