|
|||||
|
|
Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model |
|
| Authors: | B Dupoyet HR Fiebig DP Musgrove |
| Institution: | 1. Department of Finance, Florida International University, Miami, FL 33199, USA;2. Department of Physics, Florida International University, Miami, FL 33199, USA |
| Abstract: | |
| Keywords: | Econophysics Financial markets Statistical field theory Self-organized criticality |
| 本文献已被 ScienceDirect 等数据库收录！ | |