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

AuthorD. Sornette, Y. Yura, H.Takayasu and M. Takayas
JournalPhys. Rev. Letts
Date1 jan. 2014
CatégorieAcademic Publications
VolumeVol. 112, pp 098703