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Agent-based Computational Finance

In: Handbook of Computational Economics

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Author Info
LeBaron, Blake
Abstract

This chapter surveys research on agent-based models used in finance. It will concentrate on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.

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This chapter was published in: Leigh Tesfatsion & Kenneth L. Judd (ed.) Handbook of Computational Economics, , chapter 24, pages 1187-1233, 2006.

This item is provided by Elsevier in its series Handbook of Computational Economics with number 2-24.

Handle: RePEc:eee:hecchp:2-24

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This chapter was published in the following book, which is listed on IDEAS:
Leigh Tesfatsion & Kenneth L. Judd (ed.), 2006. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 2, number 2. [Downloadable!] (restricted)
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C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques

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This page was last updated on 2008-7-16.

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