Simulation of Stylized Facts in Agent-Based ComputationalEconomic Market Models

Beikirch, Maximilian; Cramer, Simon; Frank, Martin; Otte, Philipp Joachim; Pabich, Emma; Trimborn, Torsten (Corresponding author)

(2018)
Preprint

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics and Institute for Geometry and Applied Mathematics [111410]
• Lehr- und Forschungsgebiet Mathematik [114620]
• Chair of Applied and Computational Mathematics [115010]