Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis
From MaRDI portal
Publication:2314721
DOI10.1155/2016/4907468zbMath1418.91218OpenAlexW2279639541WikidataQ59123529 ScholiaQ59123529MaRDI QIDQ2314721
Mihaela Neamţu, Gabriela Mircea, Loretti I. Dobrescu
Publication date: 30 July 2019
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2016/4907468
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Dynamical analysis in a delayed predator-prey model with two delays
- Hopf bifurcations of a ratio-dependent predator-prey model involving two discrete maturation time delays
- Evolutionary dynamics in markets with many trader types
- Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics
- Global Hopf bifurcation analysis for a time-delayed model of asset prices
- Introduction to functional differential equations
- Hopf bifurcation analysis in a Monod-Haldane predator-prey model with delays and diffusion
- EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
- Contagion in financial networks
- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- Financial markets as nonlinear adaptive evolutionary systems
- Theory of Financial Risk and Derivative Pricing
- The Dynamic Interaction of Speculation and Diversification
This page was built for publication: Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis
