Katalin Boer-Sorban

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

432

CITATIONS

1

Scholarly Papers (3)

1.

On the Design of Artificial Stock Markets

ERIM Report Series Reference No. ERS-2005-001-LIS
Number of pages: 48 Posted: 06 Apr 2005
Katalin Boer-Sorban, Arie de Bruin and U. Kaymak
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus Research Institute of Management (ERIM) and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 192 (151,199)
Citation 1

Abstract:

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market microstructure, financial markets, agent-based computational economics, artificial stock markets, uncertainty modeling

2.

From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

ERIM Report Series Reference No. ERS-2006-009-LIS
Number of pages: 34 Posted: 26 Aug 2006
Katalin Boer-Sorban, U. Kaymak and J. Spiering
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and affiliation not provided to SSRN
Downloads 159 (178,531)

Abstract:

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Agent-Based Computational Finance, Artificial Stock Markets, Autonomous Behaviour, Continuous Trading, Glosten and Milgrom Model, Informational Asymmetry, Market Microstructure

3.

A Modular Agent-Based Environment for Studying Stock Markets

ERIM Report Series Reference No. ERS-2005-017-LIS
Number of pages: 26 Posted: 26 Feb 2008
Katalin Boer-Sorban, U. Kaymak and Arie de Bruin
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus Research Institute of Management (ERIM)
Downloads 81 (290,899)

Abstract:

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computational economics, agent-based modelling, artificial stock markets, behavioural finance, simulatiemodellen