Mean field limit of a behavioral financial market model
Trimborn, Torsten (Corresponding author); Frank, Martin; Martin, Stephan
Amsterdam : North Holland Publ. Co. (2018)
Journal Article
In: Physica : europhysics journal / A
Volume: 505
Page(s)/Article-Nr.: 613-631
Institutions
- Department of Mathematics [110000]
- Chair of Mathematics and Institute for Geometry and Applied Mathematics [111410]
- Lehr- und Forschungsgebiet Mathematik [114620]
Identifier
- DOI: 10.1016/j.physa.2018.03.079
- RWTH PUBLICATIONS: RWTH-2018-225511