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Volumn 17, Issue 2, 2000, Pages 347-362

Delay, feedback and quenching in financial markets

Author keywords

02.50.Ey Stochastic processes; 89.90.+n Other areas of general interest to physicists

Indexed keywords


EID: 0001844761     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510070151     Document Type: Article
Times cited : (16)

References (41)
  • 2
    • 0003354507 scopus 로고
    • edited by P.H. Cootner The MIT Press, Cambridge, Mass., English translation
    • L. Bachelier, in The Random Character of Stock Market Prices, edited by P.H. Cootner (The MIT Press, Cambridge, Mass., 1964), pp. 17-78, English translation.
    • (1964) The Random Character of Stock Market Prices , pp. 17-78
    • Bachelier, L.1
  • 3
    • 0011652542 scopus 로고
    • edited by P.H. Cootner The MIT Press, Cambridge, Mass.
    • M. F. M. Osborne, in The Random Character of Stock Market Prices, edited by P.H. Cootner (The MIT Press, Cambridge, Mass., 1964), pp. 100-128. Strictly Bachelier's work considered only a normal distribution of price. The modern approach, following Osborne, is to use a log-normal distribution and hence geometric Brownian motion.
    • (1964) The Random Character of Stock Market Prices , pp. 100-128
    • Osborne, M.F.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.