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Agent-based Computational Finance

In: Handbook of Computational Economics

  • LeBaron, Blake

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.), 2006. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 2, number 2.
  • This item is provided by Elsevier in its series Handbook of Computational Economics with number 2-24.
    Handle: RePEc:eee:hecchp:2-24
    Contact details of provider: Web page: http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description

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