Physicists Attempt to Scale the Ivory Towers of Finance
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References listed on IDEAS
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More about this item
KeywordsFinance; physics; agent-based modeling; portfolio theory; options; random processes.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1999-12-01 (All new papers)
- NEP-CMP-2000-02-03 (Computational Economics)
- NEP-FIN-1999-12-01 (Finance)
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