A dynamic stochastic model of asset pricing with heterogeneous beliefs
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- Serena Brianzoni & Roy Cerqueti & Elisabetta Michetti, 2010. "A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs," Computational Economics, Springer;Society for Computational Economics, vol. 35(2), pages 165-188, February.
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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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More about this item
KeywordsStochastic asset pricing; probability measure; heterogeneous beliefs; imitative behaviour; complex dynamics; Developing Countries;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-11-25 (All new papers)
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