Stock market dynamics created by interacting agents

DOI10.1155/JAMSA/2006/86412MaRDI QIDQ995852zbMATHFDO

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)

Mathematics Subject Classification ID

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

Recommendations

• Financial price fluctuations in a stock market model with many interacting agents
• THE OPINION GAME: STOCK PRICE EVOLUTION FROM MICROSCOPIC MARKET MODELING
• A microscopic model of the stock market: cycles, booms, and crashes
• scientific article; zbMATH DE number 2217603
• Artificial economic life: A simple model of a stockmarket

Cites work

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

Cited in

(14)

• Correlated adaptation of agents in a simple market: a statistical physics perspective
• scientific article; zbMATH DE number 1977293 (Why is no real title available?)
• Financial price fluctuations in a stock market model with many interacting agents
• Interactions between the real economy and the stock market: a simple agent-based approach
• Dynamic communities in stock market
• An operatorial description of stock markets
• Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
• Complex Dynamics, Market Mediation and Stock Price Behavior
• THE OPINION GAME: STOCK PRICE EVOLUTION FROM MICROSCOPIC MARKET MODELING
• Stock market dynamics with institutional trading
• A microscopic model of the stock market: cycles, booms, and crashes
• A mesoscopic stock market model with hysteretic agents
• scientific article; zbMATH DE number 5589330 (Why is no real title available?)
• Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition

This page was built for publication: Stock market dynamics created by interacting agents

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q995852)