Finite-size effects in Monte Carlo simulations of two stock market models

Physica A: Statistical Mechanics and its Applications

Volumn 268, Issue 1, 1999, Pages 250-256

  Egenter, E ^a   Lux, T ^b   Stauffer, D ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

^b UNIVERSITY OF BONN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; ECONOMICS; MATHEMATICAL MODELS; MONTE CARLO METHODS;

ECONOPHYSICS; KIM-MARKOWITZ MODEL; LUX-MARCHESI MODEL; STOCK MARKET MODELS;

STATISTICAL MECHANICS;

EID: 0032650062     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00059-X     Document Type: Article

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