Stochastic asset flow equations: interdependence of trend and volatility

DOI10.1016/j.physa.2021.125985OpenAlexW3144161755MaRDI QIDQ2069088

Carey Caginalp, David Swigon, Gunduz Caginalp

Publication date: 20 January 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2021.125985

zbMATH Keywords

stochastic differential equationsdemandautocovariancebehavioral effectsrandom supplyprice oscillations

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Asset flow model for a homogeneous group of investors: high-frequency trading limit

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