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Author:

翟东升 (翟东升.) (Scholars:翟东升) | 张权 (张权.)

Indexed by:

CQVIP CSCD

Abstract:

本文中,我们摆脱了以往仅依靠时间序列来对研究期权市场进行研究分析的方法,转而对Agent的相关行为和特征进行了全面、系统的阐述,并尝试着用基于Agent的仿真方法对欧式买方期权的交易过程进行了仿真模拟,最后通过Swarm仿真平台编写仿真程序,对仿真结果进行了分析.

Keyword:

Agent Swarm 期权 双拍卖 仿真

Author Community:

  • [ 1 ] [翟东升]北京工业大学
  • [ 2 ] [张权]北京工业大学

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Source :

微计算机信息

ISSN: 1008-0570

Year: 2009

Issue: 25

Volume: 25

Page: 22-23,193

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: -1

Chinese Cited Count:

30 Days PV: 1

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