Pages that link to "Item:Q813235"
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The following pages link to Financial price fluctuations in a stock market model with many interacting agents (Q813235):
Displaying 29 items.
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations (Q405502) (← links)
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- Financial liquidity: an emergent phenomena (Q828015) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- A cobweb model with local externalities (Q844614) (← links)
- Equilibria in systems of social interactions (Q854930) (← links)
- Fluctuations of interface statistical physics models applied to a stock market model (Q924626) (← links)
- Market mood, adaptive beliefs and asset price dynamics (Q943158) (← links)
- On the dynamics of asset prices and portfolios in a multiperiod CAPM (Q943164) (← links)
- Empirical validation of stochastic models of interacting agents (Q978855) (← links)
- Stock market dynamics created by interacting agents (Q995852) (← links)
- Escaping the Brownian stalkers (Q1039101) (← links)
- From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (Q1620384) (← links)
- Two-phase oscillatory patterns in a positive feedback agent model (Q1873993) (← links)
- Microfoundations for diffusion price processes (Q1932534) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Clusters of traders in financial markets (Q2056455) (← links)
- Broken detailed balance and non-equilibrium dynamics in noisy social learning models (Q2067461) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Asynchronous stochastic price pump (Q2156116) (← links)
- Limit theorems for individual-based models in economics and finance (Q2270875) (← links)
- A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) (← links)
- On non-ergodic asset prices (Q2464015) (← links)
- Rational expectations equilibria of economies with local interactions (Q2491030) (← links)
- Diffusion and aggregation in an agent based model of stock market fluctuations (Q2718385) (← links)
- Asymptotics of locally-interacting Markov chains with global signals (Q3149976) (← links)
- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS (Q3503185) (← links)
- A Limit Theorem for Financial Markets with Inert Investors (Q5388010) (← links)
- (Q5699370) (← links)