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.

AuthorD. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
Date1 jan. 2014
CatégorieWorking Papers