Loan benchmark interest rate in banking duopoly model with heterogeneous expectation

DOI10.22342/JIMS.30.2.1779.205-217MaRDI QIDQ6631827zbMATH OpenFDO

Authors Moch Fandi Ansori

Publication date 1 November 2024

Published in Journal of the Indonesian Mathematical Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.22342/JIMS.30.2.1779.205-217

zbMATH Keywords

banking duopolybenchmark ratebifurcationchaosheterogeneous

Mathematics Subject Classification ID

Chaotic behavior of solutions of difference equations (39A33) Applications of difference equations (39A60) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cites work

• Chaotic dynamics in Cournot duopoly model with bounded rationality based on relative profit delegation maximization
• Comparative Statics for Oligopoly
• Convergence of output dynamics in duopoly co-opetition model with incomplete information
• Dynamical analysis of a banking duopoly model with capital regulation and asymmetric costs
• Dynamics of a Cournot duopoly game with bounded rationality based on relative profit maximization
• Dynamics of a delayed duopoly game with bounded rationality
• scientific article; zbMATH DE number 158460 (Why is no real title available?)
• Nonlinear oligopolies. Stability and bifurcations
• On the dynamics of Cournot duopoly game with private firms: investigations and analysis
• The dynamics of a quantum Bertrand duopoly with differentiated products and heterogeneous expectations
• The dynamics of a quantum Cournot duopoly with asymmetric information and heterogeneous players

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