HIGHLIGHTS
- who: Antoine Kopp from the Department of Mechanical and Process Engineering, ETH Zu00fcrich, Leonhardstrasse, Zu00fcrich, Switzerland Studies, Southern University of Science and Technology (SUSTech), Shenzhen, China have published the research: Agent-based model generating stylized facts of fixed income markets, in the Journal: (JOURNAL)
- what: The authors develop an agent-based model (ABM) of a financial market with multiple assets belonging either to the or equity asset classes. The authors compare the dynamics arising from different processes governing the risk-free rate with those of the historical the authors Treasury market. The agent-based market . . .
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