Replicating financial market dynamics with a simple self-organized critical lattice model
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-06 (All new papers)
- NEP-CBA-2010-11-06 (Central Banking)
- NEP-FMK-2010-11-06 (Financial Markets)
- NEP-MST-2010-11-06 (Market Microstructure)
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