Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
From MaRDI portal
Publication:426665
DOI10.1016/j.jedc.2012.02.002zbMath1239.91112MaRDI QIDQ426665
Publication date: 11 June 2012
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/18835
stability; bounded rationality; heterogeneous beliefs; adaptiveness; stochastic delay differential equations; chartists; fundamentalists
91B24: Microeconomic theory (price theory and economic markets)
91B62: Economic growth models
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
91B69: Heterogeneous agent models
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