Dieci, Roberto; He, Xue-Zhong - In: Handbook of computational economics : Volume 4: …, (pp. 257-328). 2018
This chapter surveys the state-of-art of heterogeneous agent models (HAMs) in finance using a jointly theoretical and … empirical analysis, combined with numerical analysis from the latest development in computational finance. It provides …, estimation, and economic mechanisms analysis. It presents HAMs with the mainstream finance a unified framework in continuous time …