Citation:
Daniels, M. G., J. D. Farmer, L. Gillemot, G. Iori, and E. Smith. 'Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process.' Phys. Rev. Lett. 90(10) (2003): 108102.
Daniels, M. G., J. D. Farmer, L. Gillemot, G. Iori, and E. Smith. 'Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process.' Phys. Rev. Lett. 90(10) (2003): 108102.