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Defaultable Security Valuation and Model Risk
Akgun, Aydin
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2001
This paper analyses the effects of different model specifications.
Persistent link: https://www.econbiz.de/10005843245
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Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
Winker, Peter
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Gilli, Manfred
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2001
This paper proposes validation using simulation based indirect estimation. It uses typical characteristic moments of financial market data to assess the similarity of simulation outcomes.
Persistent link: https://www.econbiz.de/10005844975
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