Monte Carlo simulations of a trader-based market model

Physica A: Statistical Mechanics and its Applications

Volumn 313, Issue 3-4, 2002, Pages 640-650

  Hammel, C ^a   Paul, W B ^a  

^a JOHANNES GUTENBERG UNIVERSITY   (Germany)

Author keywords

Econophysics; Simulation; Trader models

Indexed keywords

COMPUTER SIMULATION; FEEDBACK; MONTE CARLO METHODS; PARAMETER ESTIMATION; STOCHASTIC PROGRAMMING;

MARKET MODELS;

INDUSTRIAL ECONOMICS;

EID: 0037107938     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)00981-0     Document Type: Article

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