• Title of article

    Finite-size effects in Monte Carlo simulations of two stock market models

  • Author/Authors

    E. Egenter، نويسنده , , T. Lux، نويسنده , , D. Stauffer، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    7
  • From page
    250
  • To page
    256
  • Abstract
    The microscopic market models of Kim–Markowitz and of Lux–Marchesi are simulated for varying number of investors. If this number goes to infinity, in some quantities nearly periodic oscillations occur.
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    1999
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    865976

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=865976