Zschischang, Elmar; Lux, Thomas - In: Physica A: Statistical Mechanics and its Applications 291 (2001) 1, pp. 563-573
We report some findings from our simulations of the Levy, Levy and Solomon microscopic stock market model. Our results cast doubts on some of the results published in the original papers (i.e., chaotic stock price movements). We also point out the possibility of sensitive dependence on initial...