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Volumn 64, Issue 5, 2001, Pages 5-

Mean-field approximation for a limit order driven market model

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85035273262     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.64.056136     Document Type: Article
Times cited : (2)

References (52)
  • 1
    • 0003984973 scopus 로고
    • K.J. Arrow, and D. Pines Addison Wesley, Reading, MA, edited by P.W. Anderson
    • The Economy as an Evolving Complex System, edited by P.W. Anderson, K.J. Arrow, and D. Pines (Addison Wesley, Reading, MA, 1988).
    • (1988) The Economy as an Evolving Complex System
  • 6
    • 85035306909 scopus 로고    scopus 로고
    • J.-P. Bouchaud and M. Potters, Theory of Financial Risks (Cambridge University Press, Cambridge, 2000)
    • J.-P. Bouchaud and M. Potters, Theory of Financial Risks (Cambridge University Press, Cambridge, 2000).
  • 26
    • 85035287188 scopus 로고    scopus 로고
    • G. Iori, e-print adap-org/9905005.
    • Iori, G.1
  • 49
    • 85035267679 scopus 로고    scopus 로고
    • S. Solomon, in Application of Simulation to Social Sciences, edited by G. Ballot and G. Weisbuch (Hermes Science, Paris, 2000)
    • S. Solomon, in Application of Simulation to Social Sciences, edited by G. Ballot and G. Weisbuch (Hermes Science, Paris, 2000).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.