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~institution:"Banca d'Italia"
~institution:"HAL"
~subject:"stock market"
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Mesoscopic modelling of financial markets
Cordier, Stéphane
;
Pareschi, Lorenzo
;
Piatecki, Cyrille
-
HAL
-
2008
-Levy-Solomon microscopic model using the methods of kinetic theory and consists of a linear Boltzmann equation for the
wealth
distribution
of …
Persistent link: https://www.econbiz.de/10008794299
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