312 citations · 334 across the 2 of their papers we have counts for
2 papers
physics.soc-ph2007★ 312 cited
Agent-based Models of Financial Markets
E. Samanidou, E. Zschischang, D. Stauffer +1
This review deals with several microscopic (``agent-based'') models of financial markets which have been studied by economists and physicists over the last decade: Kim-Markowitz, L…
cond-mat.stat-mech2001★ 22 cited
Microscopic Models of Financial Markets
E. Samanidou, E. Zschischang, D. Stauffer +1
Submitted to F. Schweitzer (ed.), Microscopic Models for Economic Dynamics, Lecture notes in physics, Springer, Berlin-Heidelberg 2002.kiel.tex