Nonextensive statistical mechanics and economics

Physica A: Statistical Mechanics and its Applications

Volumn 324, Issue 1-2, 2003, Pages 89-100

  Tsallis, Constantino ^a   Anteneodo, Celia ^a   Borland, Lisa ^b   Osorio, Roberto ^b  

^a CENTRO BRASILEIRO DE PESQUISAS FÍSICAS   (Brazil)

^b Evnine Vaughan Associates Inc   (United States)

Author keywords

Nonextensive statistical mechanics; Option pricing; Risk aversion

Indexed keywords

ECONOMICS; ENTROPY; FINANCE; LARGE SCALE SYSTEMS; RISK MANAGEMENT; THERMODYNAMICS;

OPTION PRICING; THERMAL EQUILIBRIUM;

STATISTICAL MECHANICS;

EID: 0037900861     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(03)00042-6     Document Type: Conference Paper

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