Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model
Preprint
Dupoyet, B, Fiebig, HR, Musgrove, DP. (2011). Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model
. 10.48550/arxiv.1112.2379
Dupoyet, B, Fiebig, HR, Musgrove, DP. (2011). Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model
. 10.48550/arxiv.1112.2379