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researcher

M. Ortisi

3 papers hereh-index 325 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

most citedFrom Minority Game to Black & Scholes pricing

2 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing q-fin.TRShow all

1 paper · 1 filter

q-fin.TR2012★ 2 cited

From Minority Game to Black & Scholes pricing

Matteo Ortisi, Valerio Zuccolo

In this paper we study the continuum time dynamics of a stock in a market where agents behavior is modeled by a Minority Game and a Grand Canonical Minority Game. The dynamics deri…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.