Five Years of Continuous-time Random Walks in Econophysics
Statistical Mechanics
2008-12-02 v1 Disordered Systems and Neural Networks
Statistical Finance
Abstract
This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.
Keywords
Cite
@article{arxiv.cond-mat/0501261,
title = {Five Years of Continuous-time Random Walks in Econophysics},
author = {Enrico Scalas},
journal= {arXiv preprint arXiv:cond-mat/0501261},
year = {2008}
}
Comments
14 pages. Paper presented at WEHIA 2004, Kyoto, Japan