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Multi-group asset flow equations and stability

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Publication:553467
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DOI10.3934/DCDSB.2011.16.109zbMath1222.91065OpenAlexW3121429255MaRDI QIDQ553467

Gunduz Caginalp, Mark DeSantis

Publication date: 27 July 2011

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2011.16.109


zbMATH Keywords

market dynamicsoverreactionunderreactionefficient marketfinite assets


Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)


Related Items (5)

A dynamical systems approach to cryptocurrency stability ⋮ Asset price volatility and price extrema ⋮ Asset flow model for a homogeneous group of investors: high-frequency trading limit ⋮ Asset price dynamics for a two-asset market system ⋮ Bifurcation analysis of a single-group asset flow model







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