A mesoscopic stock market model with hysteretic agents
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Publication:1943304
DOI10.3934/dcdsb.2013.18.403zbMath1260.91152OpenAlexW2080379586MaRDI QIDQ1943304
Harbir Lamba, Michael Grinfeld, Rod Cross
Publication date: 19 March 2013
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2013.18.403
Auctions, bargaining, bidding and selling, and other market models (91B26) Equations with nonlinear hysteresis operators (47J40) Economic dynamics (91B55) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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