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]
@article{WangRD15,
title = {A continuum percolation model for stock price fluctuation as a Lévy process},
author = {Ning Wang and Ximin Rong and Guanghua Dong},
year = {2015},
doi = {10.1007/s11424-014-2273-z},
url = {http://dx.doi.org/10.1007/s11424-014-2273-z},
researchr = {https://researchr.org/publication/WangRD15},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {28},
number = {1},
pages = {175-189},
}