Replicating financial market dynamics with a simple self-organized critical lattice model
Year of publication: |
2011
|
---|---|
Authors: | Dupoyet, B. ; Fiebig, H.R. ; Musgrove, D.P. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 18, p. 3120-3135
|
Publisher: |
Elsevier |
Subject: | Econophysics | Financial markets | Statistical field theory | Self-organized criticality |
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