Two-phase phenomenon in linear and non-linear financial instruments-Reference-Cited by-同舟云学术

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Two-phase phenomenon in linear and non-linear financial instruments

Published:2010-07 Issue:13 Volume:389 Page:2580-2585
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:

Kim Min Jae,Lee Ja Eun,Kim Soo Yong,Kim Kyungsik

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference17 articles.

1. The Pricing of Options and Corporate Liabilities

2. Option Pricing Formulas Based on a Non-Gaussian Stock Price Model

3. A non-Gaussian option pricing model with skew

4. Option, Futures, and Other Derivatives;Hull,2005

5. Two-phase behaviour of financial markets

Cited by 3 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. Phase transition phenomenon: A compound measure analysis;Physica A: Statistical Mechanics and its Applications;2015-06

2. Phase-shifting behaviour revisited: An alternative measure;Physica A: Statistical Mechanics and its Applications;2014-05

3. What types of investors generate the two-phase phenomenon?;Physica A: Statistical Mechanics and its Applications;2013-12

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