Pages that link to "Item:Q1655720"
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The following pages link to Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720):
Displayed 9 items.
- Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
- Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations (Q2078650) (← links)
- An asset pricing model with accuracy-driven evolution of heterogeneous expectations (Q2108729) (← links)
- Two-dimensional stochastic dynamics as model for time evolution of the financial market (Q2120661) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- Modeling of the financial market using the two-dimensional anisotropic Ising model (Q2147667) (← links)
- Price dynamics of the financial markets using the stochastic differential equation for a potential double well (Q2150039) (← links)
- Stochastic process with multiplicative structure for the dynamic behavior of the financial market (Q2151763) (← links)
- Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process (Q2160077) (← links)