A robust rational route to randomness in a simple asset pricing model

DOI10.1016/j.jedc.2004.08.003zbMath1202.91110OpenAlexW2133008468MaRDI QIDQ953788

Duo Wang, Hai Huang, Cars H. Hommes

Publication date: 6 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/a-robust-rational-route-to-randomness-in-a-simple-asset-pricing-model(ba18cd90-bcf2-4e21-94ac-71397979bf97).html

zbMATH Keywords

chaosbifurcationsbounded rationalityheterogeneous beliefsmarket maker scenario

Mathematics Subject Classification ID

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