Financial price fluctuations in a stock market model with many interacting agents

DOI10.1007/s00199-004-0500-xzbMath1134.91426OpenAlexW1986492205MaRDI QIDQ813235

Ulrich Horst

Publication date: 31 January 2006

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/4210

zbMATH Keywords

agent-based modellingbubbles and crashes.contagion effectsdiffusion models for financial markets

Mathematics Subject Classification ID

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