Physicists Attempt to Scale the Ivory Towers of Finance
Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical statistical properties of prices, random-process models for price dynamics, agent-based modeling, and practical applications.
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|Date of creation:||Oct 1999|
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- repec:ner:tilbur:urn:nbn:nl:ui:12-3108722 is not listed on IDEAS
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