From minority game to black&scholes pricing
Year of publication: |
2013
|
---|---|
Authors: | Ortisi, Matteo ; Zuccolo, Valerio |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 5/6, p. 578-598
|
Subject: | Minority Game | Grand Canonical Minority Game | agent-based models | option pricing | market calibration | Agentenbasierte Modellierung | Agent-based modeling | Spieltheorie | Game theory | Ethnische Gruppe | Ethnic group | Optionspreistheorie | Option pricing theory | Minderheit | Minority |
-
Achieving perfect coordination amongst agents in the co-action minority game
Rajpal, Hardik, (2018)
-
Minority advantage and disadvantage in competition and coordination
He, Simin, (2019)
-
Reconsidering gaming in an accountability relationship : the case of minority purchasing in Florida
Terman, Jessica N., (2016)
- More ...
-
From Minority Game to Black & Scholes pricing
Ortisi, Matteo, (2012)
-
From Minority Game to Black&Scholes Pricing
Ortisi, Matteo, (2013)
-
From Minority Game to Black & Scholes Pricing
Ortisi, Matteo, (2013)
- More ...