Numerical studies of differential equations related to theoretical financial markets

DOI10.1016/0893-9659(91)90118-FzbMath0719.90007OpenAlexW2041051764MaRDI QIDQ2640418

G. Bard Ermentrout, Gunduz Caginalp

Publication date: 1991

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(91)90118-f

zbMATH Keywords

financial marketsNumerical computationschaotic markets

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20)

Related Items (9)

An analysis on the fractional asset flow differential equations ⋮ Stability analysis of asset flow differential equations ⋮ Asset flow model for a homogeneous group of investors: high-frequency trading limit ⋮ A mathematical model for asset pricing ⋮ Asset price dynamics for a two-asset market system ⋮ Bifurcation analysis of a single-group asset flow model ⋮ Stock market bubbles in the laboratory ⋮ Market oscillations induced by the competition between value-based and trend-based investment strategies ⋮ Statistical inference and modelling of momentum in stock prices

Cites Work

• A kinetic thermodynamics approach to the psychology of fluctuations in financial markets

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