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Information, Trading, and the Pricing of Risky Financial Securities:
Rude, Christopher - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345473
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Evolutionary dynamics in financial markets with many trader types
Brock, W.A.; Hommes, C.H.; Wagener, F.O.O. - Society for Computational Economics - SCE - 2001
This paper develops the notion of a Large Type Limit (LTL) describing the average behavior of adaptive evolutionary systems with many trader types. It is shown that generic and persistent features of adaptive evolutionary systems with many trader types are well described by the large type limit....
Persistent link: https://www.econbiz.de/10005345623
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Security Prices as Probabilities
Rude, Christopher - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345700
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Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices
Manzan, S.; Boswijk, P.; Hommes, C.H. - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005706817