Loan benchmark interest rate in banking duopoly model with heterogeneous expectation
From MaRDI portal
Publication:6631827
DOI10.22342/jims.30.2.1779.205-217MaRDI QIDQ6631827
Publication date: 1 November 2024
Published in: Journal of the Indonesian Mathematical Society (Search for Journal in Brave)
Interest rates, asset pricing, etc. (stochastic models) (91G30) Applications of difference equations (39A60) Chaotic behavior of solutions of difference equations (39A33)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Dynamics of a delayed duopoly game with bounded rationality
- Dynamics of a Cournot duopoly game with bounded rationality based on relative profit maximization
- The dynamics of a quantum Bertrand duopoly with differentiated products and heterogeneous expectations
- Chaotic dynamics in Cournot duopoly model with bounded rationality based on relative profit delegation maximization
- On the dynamics of Cournot duopoly game with private firms: investigations and analysis
- Dynamical analysis of a banking duopoly model with capital regulation and asymmetric costs
- Comparative Statics for Oligopoly
- The dynamics of a quantum Cournot duopoly with asymmetric information and heterogeneous players
- Convergence of output dynamics in duopoly co-opetition model with incomplete information
This page was built for publication: Loan benchmark interest rate in banking duopoly model with heterogeneous expectation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6631827)
