Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders
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1966 ◽
Vol 14
(4)
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pp. 935-955
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2017 ◽
Vol 168
(5)
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pp. 1031-1055
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2014 ◽
Vol 28
(03)
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pp. 1450046
1998 ◽
Vol 145
(1)
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pp. 382-405
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