Minimal agent based model for financial markets. I
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Publication:977859
DOI10.1140/epjb/e2009-00028-4zbMath1188.91132arXiv0808.3562OpenAlexW4301657671MaRDI QIDQ977859
A. Zaccaria, Luciano Pietronero, V. Alfi, M. Cristelli
Publication date: 23 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.3562
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Cites Work
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
- Theory of Financial Risk and Derivative Pricing
- Introduction to Econophysics
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
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