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Analyzing Heterogeneous Agents Models : Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract)

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00004307
URN to cite this document: urn:nbn:de:bvb:703-epub-4307-7

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 S.

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Further data

Item Type: Working paper, discussion paper
Additional notes (visible to public): 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
DDC Subjects: 300 Social sciences > 330 Economics
500 Science > 510 Mathematics
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 > Former Professors > 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 > Central research institutes
Research Institutions > Central research institutes > Bayreuth Research Center for Modeling and Simulation - MODUS
Faculties > Faculty of Law, Business and Economics > Department of Economics > Former Professors
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-4307-7
Date Deposited: 11 Apr 2019 06:16
Last Modified: 20 Sep 2022 13:04
URI: https://epub.uni-bayreuth.de/id/eprint/4307
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