The Opinion Game: Stock Price Evolution From Microscopic Market Modeling
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DOI: 10.1142/S0219024906003421
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Cited by:
- Alexander Weiss, 2009. "Executing large orders in a microscopic market model," Papers 0904.4131, arXiv.org, revised Jan 2010.
- Rama Cont & Sasha Stoikov & Rishi Talreja, 2010. "A Stochastic Model for Order Book Dynamics," Operations Research, INFORMS, vol. 58(3), pages 549-563, June.
- Alexander Weiss, 2008. "Escaping the Brownian stalkers," Papers 0803.3590, arXiv.org.
- Hans Follmer & Alexander Schied, 2013. "Probabilistic aspects of finance," Papers 1309.7759, arXiv.org.
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Keywords
Stock prices; financial markets; statistical mechanics; stochastic dynamics;All these keywords.
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