Agent-based Computational Finance

Blake Lebaron ()

Chapter 24 in Handbook of Computational Economics, 2006, vol. 2, pp 1187-1233 from Elsevier

Abstract: This chapter surveys research on agent-based models used in finance. It will concentrate on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.

JEL-codes: C63 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (400)

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