Market structure and instability artifacts in heterogeneous agent models : lessons from implicit discretizations of stiff equations
Year of publication: |
2023
|
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Authors: | Baumann, Michael ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard |
Subject: | Heterogeneous agents | Implicit Euler scheme | Instability artifact | Market maker model | Stiff equation | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Marktstruktur | Market structure |
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