Fluctuations-induced regime shifts in the endogenous credit system with time delay
From MaRDI portal
Publication:2120461
DOI10.1016/j.chaos.2020.109682zbMath1483.91249OpenAlexW3012085817MaRDI QIDQ2120461
Yang Dong, Anshun Wu, Chunhua Zeng, Yu-Hui Luo
Publication date: 31 March 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2020.109682
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Credit risk (91G40)
Related Items (1)
Cites Work
- Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics
- Role of noise in a market model with stochastic volatility
- Can a stochastic cusp catastrophe model explain stock market crashes?
- On the unstable behaviour of stock exchanges
- Delays-based protein switches in a stochastic single-gene network
- Impact of time delays on stochastic resonance in an ecological system describing vegetation
- Spatio-temporal patterns in population dynamics
- The risks and returns of stock investment in a financial market
- The pricing of options for securities markets with delayed response
- Impact of time delay in a stochastic gene regulation network
- On the complete model with stochastic volatility by Hobson and Rogers
- Delay and noise induced regime shift and enhanced stability in gene expression dynamics
- Noise-enhanced stability and double stochastic resonance of active Brownian motion
- Kramers’ turnover phenomenon in the spatial diffusion region
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
- Complete Models with Stochastic Volatility
- A stochastic delay financial model
This page was built for publication: Fluctuations-induced regime shifts in the endogenous credit system with time delay