The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects

Andrea Consiglio (), Valerio Lacagnina () and Annalisa Russino ()
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Andrea Consiglio: Viale delle Scienze
Valerio Lacagnina: Viale delle Scienze
Annalisa Russino: Viale delle Scienze

Chapter 5 in Advances in Artificial Economics, 2006, pp 63-75 from Springer

Keywords: Optimal Portfolio; Risky Asset; Trading Activity; Limit Order; Order Book (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-37249-3_5

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DOI: 10.1007/3-540-37249-0_5

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