Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model Preprint

cited authors

  • Dupoyet, B; Fiebig, HR; Musgrove, DP

authors

publication date

  • December 11, 2011

keywords

  • 49 Mathematical Sciences
  • 4902 Mathematical Physics
  • 51 Physical Sciences

Digital Object Identifier (DOI)