Modeling and simulation of an artificial stock option market

DOI10.1007/s10614-008-9134-6zbMath1142.91518OpenAlexW2065967639MaRDI QIDQ943963

Michele Marchesi, Alessio Setzu, Sabrina Ecca

Publication date: 12 September 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-008-9134-6

zbMATH Keywords

Agent-based computational economicsFinancial markets simulationOption markets

Mathematics Subject Classification ID

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

Related Items

Study on the stability of an artificial stock option market based on bidirectional conduction

Cites Work

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• The Pricing of Options and Corporate Liabilities
• Traders' long-run wealth in an artificial financial market
• Artificial economic life: A simple model of a stockmarket
• Options and Efficiency
• Agent-based simulation of a financial market

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