Investor's sentiment in multi-agent model of the continuous double auction
Year of publication: |
September 2016
|
---|---|
Authors: | Lykov, Alexander ; Muzychka, Stepan ; Vaninsky, Kirill |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 6, p. 1-29
|
Subject: | Behavioral finance | continuous double auction | diffusion with variable volatility | Auktionstheorie | Auction theory | Anlageverhalten | Behavioural finance | Agentenbasierte Modellierung | Agent-based modeling | Volatilität | Volatility |
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