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From Minority Game to Black&Scholes Pricing - MaRDI portal

From Minority Game to Black&Scholes Pricing (Q4585003)

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scientific article; zbMATH DE number 6932201
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English
From Minority Game to Black&Scholes Pricing
scientific article; zbMATH DE number 6932201

    Statements

    title
    From Minority Game to Black&Scholes Pricing (English)
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    author
    Matteo Ortisi
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    Valerio Zuccolo
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    publication date
    5 September 2018
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    zbMATH Keywords
    minority game
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    grand canonical minority game
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    agent-based models
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    option pricing
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    market calibration
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    Identifiers

    zbMATH DE Number
    6932201
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    arXiv ID
    1205.2521
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    OpenAlex ID
    W2237804933
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