Mesoscopic modelling of financial markets

Journal of Statistical Physics

Volumn 134, Issue 1, 2009, Pages 161-184

  Cordier, Stephane ^a   Pareschi, Lorenzo ^b   Piatecki, Cyrille ^a  

^a UNIVERSITÉ D'ORLÉANS   (France)

^b UNIVERSITY OF FERRARA   (Italy)

Author keywords

Kinetic equations; Power law tails; Self similarity; Stock market; Wealth distribution

Indexed keywords

EID: 58549110486     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-008-9667-z     Document Type: Article

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