Finite-size effects in Monte Carlo simulations of two stock market models
- 1 June 1999
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 268 (1-2) , 250-256
- https://doi.org/10.1016/s0378-4371(99)00059-x
Abstract
No abstract availableThis publication has 20 references indexed in Scilit:
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