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Stochastic processes / Statistics / Mathematics / Black–Scholes / Options / Stock market / Langevin equation / Volatility / Envelope / Equations / Mathematical finance / Financial economics


Eur. Phys. J. B 6, 543–THE EUROPEAN PHYSICAL JOURNAL B EDP Sciences c Springer-Verlag 1998
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Document Date: 2010-06-16 05:05:14

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City

New York / Paris / Levallois Cedex / /

Company

Illiquid / Prentice-Hall / J.Wiley and Sons / MIT Press / S&P / /

Country

France / /

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Facility

University of California / /

IndustryTerm

finance literature / power-law like / /

MarketIndex

S&P / /

Organization

Centre d’Etudes de Saclay / MIT / University of California / San Diego / /

Person

Doyne Farmer / K.J. Arrow / Stanley / /

Position

physicist / model for stock market fluctuations and crashes / /

ProvinceOrState

New York / California / /

PublishedMedium

Elsevier / Econometrica / Physica A / /

Technology

http / Gif / /

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