Physicists attempt to scale the ivory towers of finance

Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical statistical properties of prices, random-process...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Farmer, J
Format: Journal article
Veröffentlicht: 1999