Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006
regularities (power-law tails of the distribution of returns, temporal scaling of volatility) only gradually appeared over the …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 …