Econophysics - A new area for computational statistical physics?

被引：17

作者：

Stauffer, D ^{[1
]}

机构：

[1] Univ Cologne, Inst Theoret Phys, D-50923 Cologne, Germany

来源：

INTERNATIONAL JOURNAL OF MODERN PHYSICS C | 2000年 / 11卷 / 06期

关键词：

Monte Carlo simulation; Nikkei index; power laws; log-periodic oscillations;

D O I：

10.1142/S0129183100000948

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

A review is given on some recent applications of computational statistical physics methods to finance problems like the stock market.

引用

页码：1081 / 1087

页数：7

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