Qualitative analysis of a nonlinear stock price model

DOI10.1016/0096-3003(94)90190-2zbMATH Open0809.90018OpenAlexW2015990607MaRDI QIDQ1335232FDOQ1335232

Authors: L. Ghezzi, Lorenzo Peccati 

Publication date: 28 September 1994

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)90190-2

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zbMATH Keywords

nonlinear dynamic systemone parameter bifurcation analysisstock price models

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Cites Work

• Title not available (Why is that?)
• The value of a firm with periodically changing profitability

Cited In (4)

• Applications of parameterized nonlinear ordinary differential equations and dynamic systems: an example of the Taiwan stock index
• Nonlinear effects in a discrete-time dynamic model of a stock market.
• Title not available (Why is that?)
• Qualitative and quantitative combined nonlinear dynamics model and its application in analysis of price, supply-demand ratio and selling rate

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