Stock market dynamics created by interacting agents

DOI10.1155/JAMSA/2006/86412zbMATH Open1300.91029MaRDI QIDQ995852FDOQ995852

Mohamed Riad Remita, Karl-Theodor Eisele

Publication date: 10 September 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Cites Work

• The pricing of options and corporate liabilities
• Martingales and stochastic integrals in the theory of continuous trading
• A Microeconomic Approach to Diffusion Models For Stock Prices

Cited In (6)

• Dynamic communities in stock market
• Title not available (Why is that?)
• A microscopic model of the stock market: cycles, booms, and crashes
• An operatorial description of stock markets
• Interactions between the real economy and the stock market: a simple agent-based approach
• Stock market dynamics with institutional trading

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