Complex Systems in Finance and Econometrics

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Finance, Agent Based Modeling in

  • Sebastiano Manzan
Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-7701-4_17

Article Outline

Glossary

Definition of the Subject

Introduction

The Standard RE Model

Analytical Agent-Based Models

Computational Agent-Based Models

Other Applications in Finance

Future Directions

Bibliography

Keywords

Asset Price Risky Asset Limit Order Market Maker Asset Price Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Springer-Verlag 2009

Authors and Affiliations

  • Sebastiano Manzan
    • 1
  1. 1.Department of Economics and FinanceBaruch College CUNYNew YorkUSA