The influence of investor number on a microscopic market model

被引：22

作者：

Hellthaler, T

机构：

来源：

INTERNATIONAL JOURNAL OF MODERN PHYSICS C-PHYSICS AND COMPUTERS | 1995年 / 6卷 / 06期

关键词：

stock market; size effects; Monte Carlo simulation;

D O I：

10.1142/S0129183195000691

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The stock market model of Levy, Persky, Solomon is simulated for much larger numbers of investors. While small markets can lead to realistically looking prices, the resulting prices of large markets oscillate smoothly in a semi-regular fashion.

引用

页码：845 / 852

页数：8