Monte Carlo simulations of a trader-based market model
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Publication:699140
DOI10.1016/S0378-4371(02)00981-0zbMATH Open0998.91019OpenAlexW1982613137MaRDI QIDQ699140FDOQ699140
Authors: C. Hammel, W. B. Paul 
Publication date: 6 October 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)00981-0
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- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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- Agent-based simulation of a financial market
- Some new results on the Levy, Levy and Solomon microscopic stock market model
- Diffusion and aggregation in an agent based model of stock market fluctuations
Cited In (6)
- Effects of technical traders in a synthetic stock market
- Dynamics of a binary option market with exogenous information and price sensitivity
- A modified trading model with an application to the German DAX index
- A reaction-diffusion model for market fluctuations -- a relation between price change and traded volumes
- TRADER DYNAMICS IN A MODEL MARKET
- Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation
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