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Swing options on the gas market are american style option where daily quantities exercices are constrained and global quantities exerciced each year constrained too.The option holder has to decide eac...
Introducing Chaos in Economic Gas-like Models
Complex Systems Chaos Econophysics Gas-like Models Money Dynamics Chaotic Simulation
2010/10/29
This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditio...