Monte Carlo simulations of a trader-based market model
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Publication:699140
DOI10.1016/S0378-4371(02)00981-0zbMath0998.91019OpenAlexW1982613137MaRDI QIDQ699140
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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Cites Work
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- Introduction to Econophysics
- Stylized facts of financial markets and market crashes in Minority Games
- Agent-based simulation of a financial market
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