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Physical Review Letters

Volumn 113, Issue 26, 2014, Pages

Anomalous Impact in Reaction-Diffusion Financial Models

(3) Mastromatteo, I a Toth B b Bouchaud, J P b

a CENTRE DE MATHÉMATIQUES APPLIQUÉES (France)

b Capital Fund Management (France)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFUSION IN LIQUIDS; FINANCE;

EXACT SOLUTION; FINANCIAL MODELS; GENERIC FRAMEWORKS; LINEAR RESPONSE; REACTION DIFFUSION; REACTION FRONT; REACTION-DIFFUSION MODELS; SQUARE ROOTS;

FINANCIAL MARKETS;

EID: 84920264304 PISSN: 00319007 EISSN: 10797114 Source Type: Journal
DOI: 10.1103/PhysRevLett.113.268701 Document Type: Article

Times cited : (36)

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