Some new results on the Levy, Levy and Solomon microscopic stock market model
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Publication:1841361
DOI10.1016/S0378-4371(00)00609-9zbMath0972.91052MaRDI QIDQ1841361
Publication date: 27 February 2001
Published in: Physica A (Search for Journal in Brave)
Related Items (3)
Wealth-driven competition in a speculative financial market: examples with maximizing agents ⋮ Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders ⋮ Monte Carlo simulations of a trader-based market model
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