Mapping markets to the statistical mechanics: the derivatives act against the self-regulation of stock market

2009/03/18 by David B. Saakian, Saakian, David B.
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Economics and business #General Finance (q-fin.GN) #Statistical Mechanics and Entropy #Theoretical and Computational Physics

paper · pdf · doi:10.48550/arxiv.0903.3254

openalex publication_date 2009/03/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Mapping the economy to the some statistical physics models we get strong indications that, in contrary to the pure stock market, the stock market with derivatives could not self-regulate.

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