Financial Brownian Particle in the Critical Order Book Fluid and Fluctuation-Dissipation Theorems

AutorD. Sornette, Y. Yura, H.Takayasu and M. Takayas
JournalPhys. Rev. Letts
Datum1. Jan. 2014
KategorieAcademic Publications
VolumeVol. 112, pp 098703