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nmdang's diffusion [1 article]

Recent papers added to nmdang's library classified by the tag diffusion. You can also see everyone's diffusion.
  • Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
    Physical Review Letters, Vol. 90, No. 10. (13 March 2003), 108102.
    by Marcus G Daniels, Doyne J Farmer, László Gillemot, Giulia Iori, Eric Smith
    posted to diffusion friction price trading by nmdang on 2007-12-28 16:08:51 as ** along with 2 people lehalle gi0rgi0ne
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