Heterogeneous fundamentalists and market maker inventories

DOI10.1016/J.CHAOS.2015.05.031zbMath1354.91105OpenAlexW1557252121MaRDI QIDQ506814

Alessandro Carraro, Giorgio Ricchiuti

Publication date: 2 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2015.05.031

zbMATH Keywords

price fluctuationsasset pricefundamentalistmarket maker

Mathematics Subject Classification ID

Simulation of dynamical systems (37M05) Dynamical systems in optimization and economics (37N40) Portfolio theory (91G10) Heterogeneous agent models (91B69)

Cites Work

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