Heterogeneous fundamentalists and market maker inventories
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Publication:506814
DOI10.1016/J.CHAOS.2015.05.031zbMath1354.91105OpenAlexW1557252121MaRDI QIDQ506814
Alessandro Carraro, Giorgio Ricchiuti
Publication date: 2 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2015.05.031
Simulation of dynamical systems (37M05) Dynamical systems in optimization and economics (37N40) Portfolio theory (91G10) Heterogeneous agent models (91B69)
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