A Langevin approach to stock market fluctuations and crashes

• 1 December 1998
• journal article
• Published by Springer Nature in Zeitschrift für Physik B Condensed Matter
• Vol. 6  (4) , 543-550
• https://doi.org/10.1007/s100510050582

Abstract

Keywords

• RANDOM WALK
• SYMMETRY BREAKING
• SPECULATIVE BUBBLE
• RISK AVERSION
• STOCHASTIC PROCESS
• DEMAND AND SUPPLY

All Related Versions

• Version 1, 1998-01-27, ArXiv
• Version 2, 1998-02-21, ArXiv