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Anomalous Impact in Reaction-Diffusion Financial Models

Anomalous Impact in Reaction-Diffusion Financial Models

Mastromatteo, I., Tóth, B., Bouchaud, J.-P.
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Volume:
113
Language:
english
Journal:
Physical Review Letters
DOI:
10.1103/PhysRevLett.113.268701
Date:
December, 2014
File:
PDF, 216 KB
english, 2014
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