Agent-based computational transaction cost economics
Article Abstract:
Techniques of agent-based computational economics are used to develop a model of transactions between companies. The model shows how trust and cooperation emerge, adapt, and shift, leading to efficiency in loyalty, market conditions, and trust.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2001
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Filtering and identification of Heston's stochastic volatility model and its market risk
Article Abstract:
The filtering problem in the stochastic volatility model of Heston and the market price risk associated with it is studied.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
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Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
Article Abstract:
A study on relationship between traders and equilibrium, stability of financial market is analyzed.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
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