Emergent volatility in asset markets with heterogeneous agents.
Li, Honggang ; Rosser, J. Barkley jun.
Discrete Dynamics in Nature and Society, Tome 5 (2001), p. 171-180 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
DOI : https://doi.org/10.1155/S1026022601000188
EUDML-ID : urn:eudml:doc:124143 
@article{01697499,
     title = {Emergent volatility in asset markets with heterogeneous agents.},
     journal = {Discrete Dynamics in Nature and Society},
     volume = {5},
     year = {2001},
     pages = {171-180},
     doi = {10.1155/S1026022601000188},
     zbl = {1054.91542},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01697499}
}

Li, Honggang; Rosser, J. Barkley jun. Emergent volatility in asset markets with heterogeneous agents.. Discrete Dynamics in Nature and Society, Tome 5 (2001) pp. 171-180. doi : 10.1155/S1026022601000188. http://gdmltest.u-ga.fr/item/01697499/