An analysis of the effect of noise in a heterogeneous agent financial market model

DOI10.1016/j.jedc.2010.09.006zbMath1232.91538OpenAlexW2039141259MaRDI QIDQ622244

Min Zheng, Carl Chiarella, Xue-Zhong He

Publication date: 31 January 2011

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/14538

zbMATH Keywords

heterogeneous agentsstationary measureschartistsspeculative behaviourstochastic bifurcations

Mathematics Subject Classification ID

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