Microscopic Models of Financial Markets

2001/10/17 by E. Samanidou, Egle Samanidou, Elmar Zschischang +9 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Physical sciences #Financial Risk and Volatility Modeling #Statistical Mechanics (cond-mat.stat-mech) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR) #cond-mat.stat-mech #q-fin.TR

paper · pdf · doi:10.48550/arxiv.cond-mat/0110354

Abstract only of a long 2 Megabyte review

arxiv created 2001/10/17 · openalex publication_date 2001/10/17 · arxiv updated 2016/08/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Submitted to F. Schweitzer (ed.), Microscopic Models for Economic Dynamics, Lecture notes in physics, Springer, Berlin-Heidelberg 2002.kiel.tex

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