Repetowicz, Przemysław; Richmond, Peter - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 677-693
A theory which describes the share price evolution at financial markets as a continuous-time random walk (Physica A 287 (2000) 468, Physica A 314 (2002) 749, Eur. Phys. J. B 27 (2002) 273, Physica A 376 (2000) 284) has been generalized in order to take into account the dependence of waiting...
