Market structure and instability artifacts in heterogeneous agent models : lessons from implicit discretizations of stiff equations
Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz
| Year of publication: |
2023
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| Authors: | Baumann, Michael ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 3, p. 855-890
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| Subject: | Heterogeneous agents | Implicit Euler scheme | Instability artifact | Market maker model | Stiff equation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10285-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382842