ANALYSIS OF AN OPTION MARKET DYNAMICS BASED ON A HETEROGENEOUS AGENT MODEL
Author:
Affiliation:
1. School of Engineering; The University of Tokyo; Bunkyo-ku Tokyo Japan
2. CREST, JST; Chiyoda-ku Tokyo Japan
Publisher
Wiley
Subject
Finance,General Business, Management and Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/isaf.1353/fullpdf
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4. Agent-based economic models and econometrics;Chen;The Knowledge Engineering Review,2012
5. The impact of heterogeneous trading rules on the limit order book and order flows;Chiarella;Journal of Economic Dynamics and Control,2009
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