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Analyzing Heterogeneous Agents Models Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract)
Title data
Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract).
Universität Bayreuth
Bayreuth
,
2019
. - 8 p.
DOI: https://doi.org/10.15495/EPub_UBT_00004307
Official URL:
Further data
| Item Type: |
Working paper, discussion paper
|
| Additional notes: |
Enlarged Abstract
|
| Keywords: |
Market Maker Model; Heterogeneous Agents; Fundamentalists; Chartists; Stiff Equation; Implicit Euler Scheme
|
| Subject classification: |
JEL codes: D84, G01, G17; MSC2010 codes: 37N40, 65L04, 91B55
|
| Institutions of the University: |
Faculties Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne Faculties > Faculty of Law, Business and Economics Faculties > Faculty of Law, Business and Economics > Department of Economics Faculties > Faculty of Law, Business and Economics > Department of Economics > Chair Economics I - International Economics and Finance Faculties > Faculty of Law, Business and Economics > Department of Economics > Chair Economics I - International Economics and Finance > Chair Economics I - International Economics and Finance - Univ.-Prof. Dr. Bernhard Herz Profile Fields Profile Fields > Advanced Fields Profile Fields > Advanced Fields > Nonlinear Dynamics Research Institutions Research Institutions > Research Centres Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS) |
| Result of work at the UBT: |
Yes |
| DDC Subjects: |
300 Social sciences > 330 Economics 500 Science > 510 Mathematics |
| Date Deposited: |
13 Apr 2019 21:00 |
| Last Modified: |
20 Sep 2022 13:06 |
| URI: |
https://eref.uni-bayreuth.de/id/eprint/48678 |
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