Numerical studies of differential equations related to theoretical financial markets

DOI10.1016/0893-9659(91)90118-FMaRDI QIDQ2640418zbMATH OpenOpenAlexFDO

Authors G. Bard Ermentrout, Gunduz Caginalp

Publication date 1991

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0893-9659(91)90118-f

zbMATH Keywords

chaotic marketsfinancial marketsNumerical computations

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20)

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Cites work

• A kinetic thermodynamics approach to the psychology of fluctuations in financial markets

Cited in

(14)

• Numerical analysis of a nonlinear operator equation arising from a monetary model
• An analysis on the fractional asset flow differential equations
• Numerical treatment of stochastic models used in statistical systems and financial markets
• On computer-aided solving differential equations and stability study of markets
• Matrix-based numerical modelling of financial differential equations
• Bifurcation analysis of a single-group asset flow model
• scientific article; zbMATH DE number 5521802 (Why is no real title available?)
• Asset price dynamics for a two-asset market system
• Stock market bubbles in the laboratory
• Market oscillations induced by the competition between value-based and trend-based investment strategies
• Statistical inference and modelling of momentum in stock prices
• Asset flow model for a homogeneous group of investors: high-frequency trading limit
• Stability analysis of asset flow differential equations
• A mathematical model for asset pricing

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