Reaction-diffusion-branching models of stock price fluctuations

Physica A: Statistical Mechanics and its Applications

Volumn 264, Issue 3-4, 1999, Pages 543-550

  Tang, Lei Han ^a   Tian, Guang Shan ^a,b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b PEKING UNIVERSITY   (China)

Author keywords

02.50. r; 05.40.+j; 64.60.Ht; 82.20. w

Indexed keywords

COMPUTATIONAL METHODS; FINANCE; HEURISTIC METHODS; MATHEMATICAL MODELS; RANDOM PROCESSES;

HURST EXPONENT; RANDOM WALK; REACTION-DIFFUSION-BRANCHING MODELS; STOCK TRADES;

STATISTICAL MECHANICS;

EID: 0033097521     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00549-4     Document Type: Article

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