STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET (Q3094465): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: How can statistical mechanics contribute to social science? / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Microeconomic Approach to Diffusion Models For Stock Prices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Gibbs measures and phase transitions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Handbook of computational economics. Vol. 2: Agent-based computational economics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4223675 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5185817 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS / rank | |||
Normal rank |
Latest revision as of 13:32, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET |
scientific article |
Statements
STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET (English)
0 references
25 October 2011
0 references
two-dimensional dynamical system
0 references
attractors
0 references
stability
0 references
omega-limit
0 references
periodic orbits
0 references
heterogeneous interacting agent model
0 references
a single risky asset market model
0 references
convergence and oscillation of market asset price and demand
0 references