Multi-group asset flow equations and stability

DOI10.3934/DCDSB.2011.16.109MaRDI QIDQ553467zbMATH OpenOpenAlexFDO

Authors Gunduz Caginalp, Mark DeSantis

Publication date 27 July 2011

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2011.16.109

zbMATH Keywords

overreactionunderreactionmarket dynamicsefficient marketfinite assets

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Recommendations

• Nonlinear dynamics and stability in a multigroup asset flow model
• Stability analysis of asset flow differential equations
• A dynamical systems approach to cryptocurrency stability
• Bifurcation analysis of a single-group asset flow model
• STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

Cited in

(11)

• Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables
• Roles of capital flow on the stability of a market system
• Asset price dynamics for a two-asset market system
• Asset flow and momentum: deterministic and stochastic equations
• Asset flow model for a homogeneous group of investors: high-frequency trading limit
• Stability analysis of asset flow differential equations
• Towards a generalization of Dupire's equation for several assets
• Asset price volatility and price extrema
• A dynamical systems approach to cryptocurrency stability
• Nonlinear dynamics and stability in a multigroup asset flow model
• Bifurcation analysis of a single-group asset flow model

This page was built for publication: Multi-group asset flow equations and stability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q553467)