Masanao Aoki's solution to the finite size effect of behavioral finance models

DOI10.1007/978-981-15-4806-2_4zbMATH Open1479.91422OpenAlexW3047308303MaRDI QIDQ2056448FDOQ2056448

Authors: Thomas C. H. Lux 

Publication date: 2 December 2021

Full work available at URL: https://doi.org/10.1007/978-981-15-4806-2_4

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zbMATH Keywords

agent-based modelsstrategy choicejump Markov models

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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