Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts
Year of publication: |
2002
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Authors: | Brock, William A. ; Hommes, Cars H. |
Published in: |
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables. - Berlin : Springer, ISBN 3-540-43470-4. - 2002, p. 245-264
|
Subject: | Optionspreistheorie | Option pricing theory | CAPM | Dynamische Wirtschaftstheorie | Economic dynamics | Begrenzte Rationalität | Bounded rationality | Erwartungsbildung | Expectation formation | Chaostheorie | Chaos theory | Theorie | Theory |
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