Study on the stability of an artificial stock option market based on bidirectional conduction

DOI10.3390/e15020700zbMath1296.91295OpenAlexW1968682129MaRDI QIDQ742669

Hai-Jun Yang, Gui-Ping Sun

Publication date: 19 September 2014

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15020700

zbMATH Keywords

stabilityoptioninformation diffusionartificial financial marketbidirectional conduction

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99)

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Forecasting the stock market with linguistic rules generated from the minimize entropy principle and the cumulative probability distribution approaches
• Modeling and simulation of an artificial stock option market
• Generalized autoregressive conditional heteroscedasticity
• Time series properties of an artificial stock market
• Options and Efficiency

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