Modeling and simulation of an artificial stock option market
type: Item
instance of: scholarly article
title: Modeling and simulation of an artificial stock option market
zbMATH Open document ID: 1142.91518
author: Sabrina Ecca
author: Michele Marchesi
author: Alessio Setzu
published in: Computational Economics
publication date: 2008-09-12T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5343427
zbMATH Keywords: Agent-based computational economics
zbMATH Keywords: Option markets
zbMATH Keywords: Financial markets simulation
MaRDI profile type: Publication
full work available at URL: s10614-008-9134-6
OpenAlex ID: W2065967639
cites work: The pricing of options and corporate liabilities
cites work: Q4794126
cites work: Q4905685
cites work: Artificial economic life: A simple model of a stockmarket
cites work: Agent-based simulation of a financial market
cites work: Traders' long-run wealth in an artificial financial market
cites work: Options and Efficiency
DOI: 10.1007/S10614-008-9134-6
description: scientific article; zbMATH DE number 5343427