Stylized facts of financial markets and market crashes in Minority Games
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Publication:5935295
DOI10.1016/S0378-4371(01)00103-0zbMath0978.91029arXivcond-mat/0101326OpenAlexW3099545960WikidataQ126636167 ScholiaQ126636167MaRDI QIDQ5935295
Damien Challet, Yi-Cheng Zhang, Matteo Marsili
Publication date: 21 June 2001
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0101326
Other game-theoretic models (91A40) Auctions, bargaining, bidding and selling, and other market models (91B26)
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