Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model
Article
Dupoyet, B, Fiebig, HR, Musgrove, DP. (2012). Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model
. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 391(18), 4350-4363. 10.1016/j.physa.2012.04.017
Dupoyet, B, Fiebig, HR, Musgrove, DP. (2012). Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model
. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 391(18), 4350-4363. 10.1016/j.physa.2012.04.017