Trader Behavior and its Effect on Asset Price Dynamics

DOI10.1080/13504860802583444zbMath1169.91344OpenAlexW2021283700MaRDI QIDQ3395725

James A. Primbs, Muruhan Rathinam

Publication date: 13 September 2009

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860802583444

zbMATH Keywords

price dynamicsPoisson random measurediffusion limitstock pinningtrader behavior

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)

Related Items (1)

The homotopy perturbation method for the Black–Scholes equation

Cites Work

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