Modeling and simulation of an artificial stock option market

DOI10.1007/S10614-008-9134-6MaRDI QIDQ943963zbMATH OpenOpenAlexFDO

Authors Sabrina Ecca, Michele Marchesi, Alessio Setzu

Publication date 12 September 2008

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-008-9134-6

zbMATH Keywords

Agent-based computational economicsFinancial markets simulationOption markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Studies on the Impact of the Option Market on the Underlying Stock Market
• scientific article; zbMATH DE number 1977295
• Study on the stability of an artificial stock option market based on bidirectional conduction
• Behavioral heterogeneity in the option market
• Agent-based simulation of a financial market

Cites work

• Agent-based simulation of a financial market
• Artificial economic life: A simple model of a stockmarket
• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• Options and Efficiency
• The pricing of options and corporate liabilities
• Traders' long-run wealth in an artificial financial market

Cited in

(3)

• Artificial economic life: A simple model of a stockmarket
• Studies on the Impact of the Option Market on the Underlying Stock Market
• Study on the stability of an artificial stock option market based on bidirectional conduction

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