A continuum percolation model for stock price fluctuation as a Lévy process

Ning Wang, Ximin Rong, Guanghua Dong. A continuum percolation model for stock price fluctuation as a Lévy process. J. Systems Science & Complexity, 28(1):175-189, 2015. [doi]

Authors

Ning Wang

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Ximin Rong

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Guanghua Dong

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