QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS (Q3503185): Difference between revisions

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+MaRDI publication profile
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+Market Behavior in a Clearing House
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+Strong approximation for Markovian service networks
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+Financial price fluctuations in a stock market model with many interacting agents
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+Complete Models with Stochastic Volatility
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+Ordinary and delay differential equations
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+Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
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+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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+A Microeconomic Approach to Diffusion Models For Stock Prices
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+A Rational Route to Randomness
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+Evolutionary stable stock markets
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+On the performance of efficient portfolios
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+State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Time variation of second moments from a noise trader/infection model
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+Strong approximation theorems for density dependent Markov chains
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+Functional Limit Theorems for a Simple Auction
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+More statistical properties of order books and price impact
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+Publication:3503185