SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Path integrals in fluctuating markets with a non-Gaussian option pricing model
- 作者Bonnet, Frederic D. R.; Abbott, Derek; Bouchaud, Jean-Philippe; van der Hoek, John; Allison, Andrew; Gabaix, Xavier; McCauley, Joseph L.; Abbott, Derek
- 卷第5848卷
- 印刷ISSN0277-786X
- 文件大小1521.26KB
- 发表时间2005
- DOI10.1117/12.618664
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