Eur. Phys. J. B 13, 203-204 (2000)
https://doi.org/10.1007/s100510050024
https://doi.org/10.1007/s100510050024
A stability criterion for financial markets
Laboratoire de Physique Théorique et
Modélisation (UPRESA 8089) ,
Université de
Cergy-Pontoise, 95031 Cergy-Pontoise Cedex, France
Received:
25
September
1999
Revised:
2
October
1999
Published online: 15 January 2000
Using the theory of random cluster models, we give a stability criterion for financial markets with random communications between agents.
PACS: 02.50.-r – Probability theory, stochastic processes, and statistics / 05.70.-a – Thermodynamics / 89.90.+n – Other topics of general interest to physicists
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2000
