Bifurcation, chaos and multi-stability regions in an asset pricing model with three subsystems
DOI10.1080/10236198.2023.2295404OpenAlexW4390046032MaRDI QIDQ6131537FDOQ6131537
Authors: Enguo Gu, Jun Ni, Zhaohui He
Publication date: 5 April 2024
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236198.2023.2295404
border collision bifurcationfinancial marketpiecewise linear discontinuous mapdegenerate flip bifurcationPoincaré equator collision bifurcationmulti-stability regions
Financial markets (91G15) Dynamical systems in optimization and economics (37N40) Applications of difference equations (39A60) Microeconomic theory (price theory and economic markets) (91B24) Interest rates, asset pricing, etc. (stochastic models) (91G30) Bifurcation theory for difference equations (39A28) Chaotic behavior of solutions of difference equations (39A33)
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