Modeling financial market using percolation theory
Anastasiya Byachkova and Artem Simonov
| Year of publication: |
2015
|
|---|---|
| Authors: | Byachkova, Anastasiya ; Simonov, Artem |
| Published in: |
Financial econometrics and empirical market microstructure. - Cham [u.a.] : Springer, ISBN 978-3-319-09945-3. - 2015, p. 47-53
|
| Subject: | Agent modeling | Econophysics | Financial markets modeling | Percolation theory | Quantitative finance | Finanzmarkt | Financial market | Kapitalmarkttheorie | Capital market theory | Ökonophysik | Finanzmathematik | Mathematical finance | CAPM | Agentenbasierte Modellierung | Agent-based modeling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326719