Strong resonances and chaos in a stock market model

DOI10.1080/00207729408949324zbMath0825.93300OpenAlexW2103017936MaRDI QIDQ4697858

Luca Luigi Ghezzi, Yuri A. Kuznetsov

Publication date: 28 November 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408949324

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Periodic solutions to ordinary differential equations (34C25) Application models in control theory (93C95) Bifurcation theory for ordinary differential equations (34C23) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

Imitation and stability in a stock market

Cites Work

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• Perturbation of a Hopf bifurcation by an external time-periodic forcing
• Resonant parametric perturbations of the Hopf bifurcation
• Bifurcations in a stock market model
• Periodically Perturbed Hopf Bifurcation
• The Present-Value Relation: Tests Based on Implied Variance Bounds

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