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Can a stochastic cusp catastrophe model explain stock market crashes? - MaRDI portal

Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382)

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scientific article; zbMATH DE number 5643010
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Can a stochastic cusp catastrophe model explain stock market crashes?
scientific article; zbMATH DE number 5643010

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    Can a stochastic cusp catastrophe model explain stock market crashes? (English)
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    7 December 2009
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    stochastic cusp catastrophe
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    bifurcations
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    singularity
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    nonlinear dynamics
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    stock market crash
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