0134515 - FZU-D 20030415 RIV NL eng J - Článek v odborném periodiku
Muchnik, L. - Slanina, František - Solomon, S.
The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models.
Physica. A : Statistical Mechanics and its Applications. Roč. 330, - (2003), s. 232-239. ISSN 0378-4371. E-ISSN 1873-2119
Grant CEP: GA ČR GA202/01/1091
Výzkumný záměr: CEZ:AV0Z1010914
Klíčová slova: stochastic processes * econophysics
Kód oboru RIV: BE - Teoretická fyzika
Impakt faktor: 1.180, rok: 2003

A model for market price fluctuations is investigated. order book dynamics gives power law inagreement with empirical data.
Trvalý link: http://hdl.handle.net/11104/0032415