Pages that link to "Item:Q648341"
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The following pages link to A mathematical model for asset pricing (Q648341):
Displaying 16 items.
- Exact solutions of a model for asset prices by K. Takaoka (Q853866) (← links)
- Asset price dynamics with heterogeneous groups (Q867873) (← links)
- Hybrid methodology for technical analysis (Q1026390) (← links)
- Applications of parameterized nonlinear ordinary differential equations and dynamic systems: an example of the Taiwan stock index (Q1656166) (← links)
- Price equations with symmetric supply/demand; implications for fat tails (Q1730168) (← links)
- Stochastic asset flow equations: interdependence of trend and volatility (Q2069088) (← links)
- Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
- Derivation of non-classical stochastic price dynamics equations (Q2142299) (← links)
- The quotient of normal random variables and application to asset price fat tails (Q2150371) (← links)
- Asset price volatility and price extrema (Q2175688) (← links)
- An analysis on the fractional asset flow differential equations (Q2359593) (← links)
- A mathematical model for the bond market. (Q2487858) (← links)
- Bifurcation analysis of a single-group asset flow model (Q2809453) (← links)
- (Q3607568) (← links)
- Asset price dynamics for a two-asset market system (Q4627639) (← links)
- (Q4675323) (← links)
