N°14-06: Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations, D. Sornette, H. Takayasu, M. Takayasu, and Y. Yura, 2014.

AutorD. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Datum1. Jan. 2014
KategorieWorking Papers