Castiglione, F; Pandey, R.B; Stauffer, D - In: Physica A: Statistical Mechanics and its Applications 289 (2001) 1, pp. 223-228
A Monte Carlo computer simulation model is presented to study the evolution of stock price and the distribution of price fluctuation. The resistance is described by an elastic energy Ee=e·x2 resulting from the price deviation x from an initial value and the momentum trading by the potential...