Minimal agent based model for financial markets I
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DOI: 10.1140/epjb/e2009-00028-4
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- V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria, 2009. "Minimal agent based model for financial markets II," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(3), pages 399-417, February.
References listed on IDEAS
- Bouchaud,Jean-Philippe & Potters,Marc, 2003. "Theory of Financial Risk and Derivative Pricing," Cambridge Books, Cambridge University Press, number 9780521819169, January.
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Keywords
89.65.Gh Economics; econophysics; financial markets; business and management; 89.75.-k Complex systems;All these keywords.
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