Bubbles and crashes: gradient dynamics in financial markets

DOI10.1016/j.jedc.2008.10.006zbMath1170.91442OpenAlexW1974701066MaRDI QIDQ2271680

Yanyan Li

Publication date: 7 August 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.10.006

zbMATH Keywords

bubblesagent-based modelsescape dynamicsconstant-gain learningtime varying risk premium

Mathematics Subject Classification ID

Trade models (91B60) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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