Non-equilibrium price theories
- 30 October 2000
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 287 (1-2) , 259-268
- https://doi.org/10.1016/s0378-4371(00)00458-1
Abstract
No abstract availableKeywords
This publication has 29 references indexed in Scilit:
- Universal and Nonuniversal Properties of Cross Correlations in Financial Time SeriesPhysical Review Letters, 1999
- Optimal self-organizationNew Journal of Physics, 1999
- Phase Diagram of Traffic States in the Presence of InhomogeneitiesPhysical Review Letters, 1999
- ”Direct” causal cascade in the stock marketZeitschrift für Physik B Condensed Matter, 1998
- A prototype model of stock exchangeEurophysics Letters, 1997
- Asset Pricing Under Endogenous Expectations in an Artificial Stock MarketSSRN Electronic Journal, 1996
- Microscopic Simulation of the Stock Market: the Effect of Microscopic DiversityJournal de Physique I, 1995
- Scaling behaviour in the dynamics of an economic indexNature, 1995
- The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processesJournal de Physique I, 1994
- The master equation approach to nonlinear economicsJournal of Evolutionary Economics, 1992