A generalized spin model of financial markets

• 1 April 1999
• journal article
• Published by Springer Nature in Zeitschrift für Physik B Condensed Matter
• Vol. 8  (3) , 477-482
• https://doi.org/10.1007/s100510050714

Abstract

Keywords

• LATTICE THEORY
• FINANCIAL MARKET
• PORTFOLIO MANAGEMENT
• LEVY FLIGHT
• FAT TAIL
• LOCAL FIELD

All Related Versions

• Version 1, 1998-10-14, ArXiv
• Version 2, 1998-10-22, ArXiv