A Langevin approach to stock market fluctuations and crashes

European Physical Journal B

Volumn 6, Issue 4, 1998, Pages 543-550

  Bouchaud, J P ^a,b   Cont, R ^a,b  

^a SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ   (France)

^b Science and Finance   (France)

Author keywords

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

Indexed keywords

MATHEMATICAL MODELS; PROBABILITY; RANDOM PROCESSES;

LANGEVIN METHOD;

STATISTICAL MECHANICS;

EID: 0032309756     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510050582     Document Type: Article

References (30)

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