Stock market dynamics created by interacting agents

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

Authors: 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)

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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 (14)

• Dynamic communities in stock market
• Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
• Financial price fluctuations in a stock market model with many interacting agents
• THE OPINION GAME: STOCK PRICE EVOLUTION FROM MICROSCOPIC MARKET MODELING
• Title not available (Why is that?)
• Correlated adaptation of agents in a simple market: a statistical physics perspective
• A mesoscopic stock market model with hysteretic agents
• A microscopic model of the stock market: cycles, booms, and crashes
• An operatorial description of stock markets
• Title not available (Why is that?)
• Interactions between the real economy and the stock market: a simple agent-based approach
• Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition
• Complex Dynamics, Market Mediation and Stock Price Behavior
• Stock market dynamics with institutional trading

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