Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model Article

cited authors

  • Dupoyet, B.; Fiebig, H. R.; Musgrove, D. P.

fiu authors

publication date

  • 2012

Digital Object Identifier (DOI)

start page

  • 4350

end page

  • 4363

volume

  • 391

issue

  • 18

research area

  • Physics  Web of Science Research Area