Fluctuations of interface statistical physics models applied to a stock market model

Nonlinear Analysis: Real World Applications

Volumn 9, Issue 2, 2008, Pages 718-723

  Wang, Jun ^a   Deng, Song ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Fluctuations; Gibbs measure; Statistical physics lattice models; Stock price

Indexed keywords

ANALYSIS OF VARIANCE (ANOVA); INVENTORY CONTROL; MATHEMATICAL MODELS; RANDOM PROCESSES; REAL TIME CONTROL;

FINANCIAL MODELS; FINITE DIMENSIONAL DISTRIBUTION; GIBBS MEASURE; INTERFACE FLUCTUATIONS; INTERFACE STATISTICAL PHYSICS MODELS; STOCK MARKET MODELS; STOCK PRICES;

STATISTICAL PROCESS CONTROL;

EID: 37249071810     PISSN: 14681218     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.nonrwa.2006.11.017     Document Type: Article

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