Using multi-agent simulation to understand trading dynamics of a derivatives market

Journal article

Peer reviewed

Alan J. King, Olga Streltchenko and Yelena Yesha

Annals of mathematics and artificial intelligence, Vol.44(3), pp.233-253

2005-07

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Collaboration types: Industry collaboration; Domestic collaboration
Citation topics: 6 Social Sciences; 6.10 Economics; 6.10.80 Option Pricing
Web Of Science research areas: Computer Science, Artificial Intelligence; Mathematics, Applied
ESI research areas: Engineering

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Title: Using multi-agent simulation to understand trading dynamics of a derivatives market
Creators: Alan J. King - IBM Research - Thomas J. Watson Research Center
Olga Streltchenko - University of Maryland, Baltimore County
Yelena Yesha - University of Maryland, Baltimore County
Publication Details: Annals of mathematics and artificial intelligence, Vol.44(3), pp.233-253
Academic Unit: College of A&S; A&S - Computer Science
Language: English
Resource Type: Journal article
Record Identifier: 991031757797102976