Financial market model based on self-organized percolation

Chinese Science Bulletin

Volumn 50, Issue 19, 2005, Pages 2140-2144

  Yang, Chunxia ^a   Wang, Jie ^a   Zhou, Tao ^a   Liu, Jun ^b   Xu, Min ^a   Zhou, Peiling ^a   Wang, Binghong ^a  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Financial market model; L vy istribution; Multi agent; Percolation; Self organization

Indexed keywords

EID: 33644600886     PISSN: 10016538     EISSN: 18619541     Source Type: Journal    
DOI: 10.1360/982005-486     Document Type: Article

References (23)

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