A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs
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- Serena Brianzoni & Roy Cerqueti, & Elisabetta Michetti, 2008. "A dynamic stochastic model of asset pricing with heterogeneous beliefs," Working Papers 46-2008, Macerata University, Department of Finance and Economic Sciences, revised Oct 2008.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Roy Cerqueti & Giulia Rotundo, 2015. "A review of aggregation techniques for agent-based models: understanding the presence of long-term memory," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1693-1717, July.
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"A Class of Evolutionary Models for Participation Games with Negative Feedback,"
Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, P.D.E. & Tuinstra, J., 2010. "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers 10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
More about this item
KeywordsAsset pricing dynamical model; Heterogeneous agents; Imitative behavior; Stochastic process; Stability region; Numerical simulations;
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