Financial price fluctuations in a stock market model with many interacting agents (Q813235)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5002845
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Financial price fluctuations in a stock market model with many interacting agents |
scientific article; zbMATH DE number 5002845 |
Statements
Financial price fluctuations in a stock market model with many interacting agents (English)
0 references
31 January 2006
0 references
agent-based modelling
0 references
diffusion models for financial markets
0 references
contagion effects
0 references
bubbles and crashes.
0 references
0.8032909631729126
0 references
0.801892101764679
0 references
0.7933931350708008
0 references
0.7877683043479919
0 references
0.7799587249755859
0 references
