most citedMarketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets

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q-fin.PR2025

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets

Igor Halperin, Andrey Itkin

The Marketron model, introduced by [Halperin, Itkin, 2025], describes price formation in inelastic markets as the nonlinear diffusion of a quasiparticle (the marketron) in a multid…