An agent-based model of payment systems

DOI10.1016/J.JEDC.2010.11.001zbMATH Open1231.91496OpenAlexW3124976988MaRDI QIDQ543802FDOQ543802

Authors: Marco Galbiati, Kimmo Soramäki 

Publication date: 17 June 2011

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.11.001

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zbMATH Keywords

learningfictitious playliquidityagent-based modellingpayment systemsRTGS

Mathematics Subject Classification ID

Applications of game theory (91A80) Actuarial science and mathematical finance (91G99) Rationality and learning in game theory (91A26)

Cites Work

• Handbook of computational economics. Vol. 2: Agent-based computational economics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Better-reply dynamics and global convergence to Nash equilibrium in aggregative games
• The intraday liquidity management game
• Evolutionary game dynamics and the analysis of agent-based imitation models: the long run, the medium run and the importance of global analysis
• Best response dynamics in finite games with additive aggregation
• Introduction to the special issue on agent-based computational economics

Cited In (6)

• Simulation modeling of Ukrainian electronic payment system 239
• A dynamic model of settlement
• A duality theory of payment systems
• Payments systems design in deterministic and private information environments
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• Collective Intelligence in Multiagent Systems: Interbank Payment Systems Application

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