From minority game to Black \& Scholes pricing (Q4585003)
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scientific article; zbMATH DE number 6932201
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | From minority game to Black \& Scholes pricing |
scientific article; zbMATH DE number 6932201 |
Statements
From Minority Game to Black&Scholes Pricing (English)
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5 September 2018
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minority game
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grand canonical minority game
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agent-based models
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option pricing
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market calibration
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0.8160440325737
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0.7853221297264099
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0.7804734706878662
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0.7713080644607544
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