Analysis of a heterogeneous trader model for asset price dynamics

DOI10.1155/2011/309572zbMath1230.91149OpenAlexW2073867892WikidataQ58655452 ScholiaQ58655452MaRDI QIDQ659509

Natasha Kirby, Andrew D. Foster

Publication date: 23 January 2012

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/309572

Mathematics Subject Classification ID

Related Items (2)

Evolving dynamics of trading behavior based on coordination game in complex networks ⋮ An evolution model of trading behavior based on peer effect in networks

Cites Work

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• Crises, sudden changes in chaotic attractors, and transient chaos
• Asset price dynamics in a financial market with fundamentalists and chartists

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