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Modeling asset price processes based on mean-field framework

Masashi Ieda1, Masatoshi Shiino

  • 1Department of Physics, Faculty of Science, Tokyo Institute of Technology, 2-12-1 Oh-okayama, Meguro-ku, Tokyo 152-8551, Japan. mieda@mikan.ap.titech.ac.jp

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|February 7, 2012
PubMed

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