An agent-based model of payment systems

DOI10.1016/j.jedc.2010.11.001zbMath1231.91496OpenAlexW3124976988MaRDI QIDQ543802

Kimmo Soramäki, Marco Galbiati

Publication date: 17 June 2011

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.11.001

zbMATH Keywords

learningfictitious playliquidityagent-based modellingpayment systemsRTGS

Mathematics Subject Classification ID

Applications of game theory (91A80) Rationality and learning in game theory (91A26) Actuarial science and mathematical finance (91G99)

Cites Work

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• Best response dynamics in finite games with additive aggregation
• Handbook of computational economics. Vol. 2: Agent-based computational economics
• Evolutionary game dynamics and the analysis of agent-based imitation models: the long run, the medium run and the importance of global analysis
• Introduction to the special issue on agent-based computational economics
• The intraday liquidity management game
• Better-reply dynamics and global convergence to Nash equilibrium in aggregative games

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