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Title:
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
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Physical Review Letters [0031-9007] Daniels, Marcus yr:2003
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Daniels, Marcus G
Farmer, J D
Gillemot, László
Iori, Giulia
Smith, Eric
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Farmer, J D
Gillemot, László
Iori, Giulia
Smith, Eric
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Daniels, Marcus G
Farmer, J D
Gillemot, László
Iori, Giulia
Smith, Eric
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