“Quantum Equilibrium-Disequilibrium”: Asset price dynamics, symmetry breaking, and defaults as dissipative instantons-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

“Quantum Equilibrium-Disequilibrium”: Asset price dynamics, symmetry breaking, and defaults as dissipative instantons

Published:2020-01 Issue: Volume:537 Page:122187
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Halperin Igor,Dixon Matthew

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference56 articles.

1. Rational theory of warrant pricing;Samuelson;Ind. Manage. Rev.,1965

2. Thorie de la speculation;Bachelier;Ann. Sci. Éc. Norm. Supér,1900

3. The Random Character of Stock Market Prices;Boness,1964

4. Capital asset prices: A theory of market equilibrium under conditions of risk;Sharpe;J. Finance,1964

5. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimating stable fixed points and Langevin potentials for financial dynamics;Physical Review E;2024-02-28

2. Non-equilibrium skewness, market crises, and option pricing: Non-linear Langevin model of markets with supersymmetry;Physica A: Statistical Mechanics and its Applications;2022-05

3. Financial markets and the phase transition between water and steam;Physica A: Statistical Mechanics and its Applications;2022-04

4. The reliability of geometric Brownian motion forecasts of S&P500 index values;Journal of Forecasting;2021-04-26

5. Forecasting price of financial market crash via a new nonlinear potential GARCH model;Physica A: Statistical Mechanics and its Applications;2021-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3