Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process

Physical Review Letters

Volumn 90, Issue 10, 2003, Pages 4-

  Daniels, Marcus G ^a   Farmer, J Doyne ^a   Gillemot, László ^a   Iori, Giulia ^b   Smith, Eric ^a  

^a SANTA FE INSTITUTE   (United States)

^b KING'S COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85038293499     PISSN: 00319007     EISSN: 10797114     Source Type: Journal    
DOI: 10.1103/PhysRevLett.90.108102     Document Type: Article

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