✦ LIBER ✦

A MODEL OF FINANCIAL MARKET LIQUIDITY BASED ON INTERMEDIARY CAPITAL

✍ Scribed by Denis Gromb; Dimitri Vayanos

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Microscopic model of financial markets b

✍ Shijun Wang; Changshui Zhang 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 352 KB

On Stability of Continuous Time Models o

✍ S. A. Nagaev 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 117 KB

Further Evidence on Equity Market Contag

✍ Elizabeth S. Cooperman; Glenn A. Wolfe; James A. Verbrugge; Winson B. Lee 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 750 KB

On a possible interpretation of market d

✍ Renzo Mosetti 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 434 KB

Estimation of a simple agent-based model

✍ Simone Alfarano; Thomas Lux; Friedrich Wagner 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 183 KB

A numerical method to price European der

✍ Luca Vincenzo Ballestra; Graziella Pacelli; Francesco Zirilli 📂 Article 📅 2008 🏛 Elsevier 🌐 English ⚖ 562 KB