The opinion game: Stock price evolution from microscopic market modeling

International Journal of Theoretical and Applied Finance

Volumn 9, Issue 1, 2006, Pages 91-111

  Bovier, Anton ^a,b   Černý, Jiří ^a   Hryniv, Ostap ^c  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^b TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^c DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Financial markets; Statistical mechanics; Stochastic dynamics; Stock prices

Indexed keywords

EID: 32544461843     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024906003421     Document Type: Article

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