Analysis of an option market dynamics based on a heterogeneous agent model
Saki Kawakubo, Kiyoshi Izumi and Shinobu Yoshimura
| Year of publication: |
2014
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|---|---|
| Authors: | Kawakubo, Saki ; Izumi, Kiyoshi ; Yoshimura, Shinobu |
| Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 21.2014, 2, p. 105-128
|
| Subject: | option market | multi agent model | artificial market | financial market stimulation | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Derivat | Derivative | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010385627