A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs

Serena Brianzoni, Roy Cerqueti and Elisabetta Michetti ()

Computational Economics, 2010, vol. 35, issue 2, 165-188

Keywords: Asset pricing dynamical model; Heterogeneous agents; Imitative behavior; Stochastic process; Stability region; Numerical simulations (search for similar items in EconPapers)
Date: 2010
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Working Paper: A dynamic stochastic model of asset pricing with heterogeneous beliefs (2008)
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DOI: 10.1007/s10614-009-9189-z

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