Minimal agent based model for financial markets. I

DOI10.1140/epjb/e2009-00028-4zbMath1188.91132arXiv0808.3562MaRDI QIDQ977859

A. Zaccaria, Luciano Pietronero, V. Alfi, M. Cristelli

Publication date: 23 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.3562

zbMATH Keywords

financial markets; econophysics; business and management

Mathematics Subject Classification ID

91B80: Applications of statistical and quantum mechanics to economics (econophysics)

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Cites Work

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• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
• Theory of Financial Risk and Derivative Pricing
• Introduction to Econophysics
• Handbook of stochastic methods for physics, chemistry and the natural sciences.