Modeling and simulation of an artificial stock option market

Computational Economics

Volumn 32, Issue 1-2, 2008, Pages 37-53

  Ecca, Sabrina ^a   Marchesi, Michele ^a   Setzu, Alessio ^a  

^a UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

Agent based computational economics; Financial markets simulation; Option markets

Indexed keywords

EID: 48949116160     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-008-9134-6     Document Type: Conference Paper

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