Power-law exponent of the Bouchaud-M\'ezard model on regular random network
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References listed on IDEAS
- Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
- Bruno Bouchard & Marcel Nutz, 2013. "Arbitrage and duality in nondominated discrete-time models," Papers 1305.6008, arXiv.org, revised Mar 2015.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-20 (All new papers)
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