Concepedia
Simulation Modelling Practice and Theory · 2010 · 59 citations · 12 references
Dynamic Economic ModelEconomicsMarket EquilibriumMarket FluctuationsBusinessFinancial EngineeringMarket DesignFinanceHigh-frequency Financial EconometricsMicroeconomics
12
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations
Option Pricing, Liability (Financial Accounting), Asset Pricing +11
The role of constraints within generalized nonextensive statistics
Constantino Tsallis, RenioS. Mendes, A. Plastino · Physica A Statistical Mechanics and its Applications · 1998 · 1.4K citations
Generalized Nonextensive Statistics, Statistical Foundation, Statistical Inference +2
Effect of trends on detrended fluctuation analysis
Kun Hu, Plamen Ch. Ivanov, Zhi Chen et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2001 · 1.3K citations · Full text
Econophysics: financial time series from a statistical physics point of view
Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physica A Statistical Mechanics and its Applications · 2000 · 165 citations
Econophysics, Economics, Financial Economics +8
Forecasting model of global stock index by stochastic time effective neural network
Zhe Liao, Jun Wang · Expert Systems with Applications · 2009 · 150 citations
Economic Forecasting, Asset Pricing, Global Stock Index +6