Kinetic modeling of financial market models
vorgelegt von Torsten Trimborn, M.Sc.
| Year of publication: |
2017
|
|---|---|
| Authors: | Trimborn, Torsten |
| Other Persons: | Frank, Martin (degree supervisor) ; Herty, Michael (degree supervisor) ; Pareschi, Lorenzo (degree supervisor) |
| Publisher: |
Aachen |
| Subject: | agent based | behavioral finance | financial market | kinetic modeling | mean field | mean field games | portfolio optimization | stocks | stylized facts | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Agentenbasierte Modellierung | Agent-based modeling | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price |
freely available
| Extent: | 1 Online-Ressource (xiv, 191 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Dissertation, RWTH Aachen University, 2017 |
| Other identifiers: | 10.18154/RWTH-2018-00427 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204033