Solvable stochastic dealer models for financial markets

Physical Review E 2009 / 5 Vol. 79; Iss. 5

Solvable stochastic dealer models for financial markets

Yamada, Kenta, Takayasu, Hideki, Ito, Takatoshi, Takayasu, Misako
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Volume:
79
Language:
english
Journal:
Physical Review E
DOI:
10.1103/PhysRevE.79.051120
Date:
May, 2009
File:
PDF, 707 KB
english, 2009
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