Minimal agent based model for financial markets. II (Q977860): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4300165626
@@ Property / OpenAlex ID: W4300165626 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3565
@@ Property / arXiv ID: 0808.3565 / rank @@
+Normal rank
@@ Property / cites work @@
+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
+Normal rank
@@ Property / cites work @@
+Q3956129
@@ Property / cites work: Q3956129 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4042404
@@ Property / cites work: Q4042404 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:977860