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Minimal agent based model for financial markets I

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  • V. Alfi
  • M. Cristelli
  • L. Pietronero
  • A. Zaccaria

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  • V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria, 2009. "Minimal agent based model for financial markets I," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(3), pages 385-397, February.
    • Handle: RePEc:spr:eurphb:v:67:y:2009:i:3:p:385-397
    DOI: 10.1140/epjb/e2009-00028-4
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    References listed on IDEAS

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    1. Bouchaud,Jean-Philippe & Potters,Marc, 2003. "Theory of Financial Risk and Derivative Pricing," Cambridge Books, Cambridge University Press, number 9780521819169.
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