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A stability criterion for financial markets |
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| Authors: | F. Koukiou |
| Affiliation: | (1) Laboratoire de Physique Théorique et Modélisation (UPRESA 8089), Université de Cergy-Pontoise, 95031 Cergy-Pontoise Cedex, France, FR |
| Abstract: | Using the theory of random cluster models, we give a stability criterion for financial markets with random communications between agents. Received 25 September 1999 and Received in final form 2 October 1999 |
| Keywords: | PACS. 02.50.-r Probability theory stochastic processes and statistics - 05.70.-a Thermodynamics - 89.90.+n Other topics of general interest to physicists |
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