Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset

DOI10.1007/S11579-011-0056-ZzbMath1275.91058OpenAlexW3124820837MaRDI QIDQ1938966

Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/61148/5/MAFE_local_stability_2011.pdf

zbMATH Keywords

linearizationlocal stabilityrandom dynamical systemsevolutionary financerisk-free asset

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (6)

Dynamics of a tourism sustainability model with distributed delay ⋮ Asset prices and wealth dynamics in a financial market with random demand shocks ⋮ Itchy feet vs cool heads: flow of funds in an agent-based financial market ⋮ Introduction to the special issue: Stochastic financial economics, Volume 1 ⋮ Evolutionary finance and dynamic games ⋮ An evolutionary finance model with a risk-free asset

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