Using multi-agent simulation to understand trading dynamics of a derivatives market

DOI10.1007/S10472-005-4689-6zbMath1123.91324OpenAlexW3121338556MaRDI QIDQ812387

Alan J. King, Olga Streltchenko, Yelena Yesha

Publication date: 23 January 2006

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10472-005-4689-6

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Experimental studies (91A90)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Martingales and stochastic integrals in the theory of continuous trading
• Artificial economic life: A simple model of a stockmarket
• Time series properties of an artificial stock market
• Agent-based computational finance: Suggested readings and early research
• EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET

This page was built for publication: Using multi-agent simulation to understand trading dynamics of a derivatives market