Applications of microscopic modelling in finance

MaRDI QIDQ5390362zbMATH OpenFDO

Authors Alexander Weiss

Publication date 1 April 2011

Full work available at URL http://opus.kobv.de/tuberlin/volltexte/2009/2398/

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Auctions, bargaining, bidding and selling, and other market models (91B26) Financial applications of other theories (91G80)

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Cited in

(2)

• THE OPINION GAME: STOCK PRICE EVOLUTION FROM MICROSCOPIC MARKET MODELING
• Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies

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