Mean-field approximation for a limit order driven market model.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68378271%3A_____%2F01%3A02010417" target="_blank" >RIV/68378271:_____/01:02010417 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Mean-field approximation for a limit order driven market model.
Original language description
A stock market model is solved using matrix stochastic multiplicative process. The return distribution follows a power-law.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BE - Theoretical physics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA202%2F01%2F1091" target="_blank" >GA202/01/1091: Modeling of economic systems by the methods of statistical physics</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Physical Review. E
ISSN
1063-651X
e-ISSN
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Volume of the periodical
64
Issue of the periodical within the volume
N/A
Country of publishing house
US - UNITED STATES
Number of pages
5
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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