Agent-based computational transaction cost economics

Article Abstract:

Techniques of agent-based computational economics are used to develop a model of transactions between companies. The model shows how trust and cooperation emerge, adapt, and shift, leading to efficiency in loyalty, market conditions, and trust.

Purchasing Management, Statistical Data Included, Models, Purchasing, Business-to-business market, Business to business market, Efficient market theory, Loyalty, Trust (Psychology)

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Filtering and identification of Heston's stochastic volatility model and its market risk

Article Abstract:

The filtering problem in the stochastic volatility model of Heston and the market price risk associated with it is studied.

Japan, Science & research, Management dynamics, Prices, Research, Management, Company business management, Econometric models, Market risk, Volatility (Finance)

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Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders

Article Abstract:

A study on relationship between traders and equilibrium, stability of financial market is analyzed.

Italy, Analysis, Financial markets, Equilibrium (Economics), Traders

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