23 citations · 52 across the 8 of their papers we have counts for
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physics.comp-ph2006★ 23 cited
Stylized facts from a threshold-based heterogeneous agent model
R. Cross, M. Grinfeld, H. Lamba +1
A class of heterogeneous agent models is investigated where investors switch trading position whenever their motivation to do so exceeds some critical threshold. These motivations…
math.NA2006★ 1 cited
An Adaptive Euler-Maruyama Scheme For SDEs: Convergence and Stability
H. Lamba, J. C. Mattingly, A. M. Stuart
The understanding of adaptive algorithms for SDEs is an open area where many issues related to both convergence and stability (long time behaviour) of algorithms are unresolved. Th…