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International Journal of Modern Physics C

Volumn 13, Issue 3, 2002, Pages 419-425

Fluctuations and market friction in financial trading

(1) Rosenow, Bernd a

a UNIVERSITY OF COLOGNE (Germany)

Author keywords

Dissipation fluctuation theorem; Langevin equation; Price impact function

Indexed keywords

EID: 0036012661 PISSN: 01291831 EISSN: None Source Type: Journal
DOI: 10.1142/S012918310200322X Document Type: Article

Times cited : (23)

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