Microscopic and kinetic models in financial markets

DOI10.1007/978-0-8176-4946-3_3zbMath1211.91257OpenAlexW2135792394MaRDI QIDQ3084758

Cyrille Piatecki, Dario Maldarella, Stephane Cordier, Lorenzo Pareschi

Publication date: 25 March 2011

Published in: Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-4946-3_3

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Heterogeneous agent models (91B69) Actuarial science and mathematical finance (91G99)

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