Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006
This review deals with several microscopic models of financial markets which have been studied by economists and … then outlines the main ingredients of some influential early models of multi-agent dynamics in financial markets (Kim … fat tails to the more concrete one of a power-law with index around three), it became clear that financial markets …