Anomalous diffusion in trading models / Sidiq bin Mohamad Khidzir

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Anomalous diffusion in trading models / Sidiq bin Mohamad Khidzir

Econophysics is an interdisciplinary research field applying the mathematical methods of statistical physics to economics and finance. It emphasizes quantitative analysis of large amounts of economic and financial data as oppose to the more philosophical approach of political economics. A popular to...

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Bibliographic Details
Main Author:	Mohamad Khidzir, Sidiq
Format:	Thesis
Published:	2010
Subjects:	Q Science (General) QC Physics
Online Access:	http://pendeta.um.edu.my/client/default/search/detailnonmodal/ent:$002f$002fSD_ILS$002f796$002fSD_ILS:796902/ada?qu=diffusion+in+trading+models http://studentsrepo.um.edu.my/4319/1/Sidiq_Mohamad_Khidzir_%2D_Anomalous_Diffusion_in_Trading_Models.pdf

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