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A simple finite-difference stock market model involving intrinsic value

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Publication:953626
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DOI10.1016/j.chaos.2007.01.016zbMath1146.91354OpenAlexW2028466911MaRDI QIDQ953626

Jan Melecký, Artur Sergyeyev

Publication date: 6 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2007.01.016



Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).




Cites Work

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  • The dynamics of speculative behaviour
  • An introduction to statistical finance
  • Market mood, adaptive beliefs and asset price dynamics
  • A behavioral asset pricing model with a time-varying second moment
  • Nonlinear effects in a discrete-time dynamic model of a stock market.
  • Option pricing impact of alternative continuous-time dynamics
  • Oscillatory finite-time singularities in finance, population and rupture
  • Continuous Auctions and Insider Trading
  • COMPLEX DYNAMICS IN A SIMPLE STOCK MARKET MODEL
  • How to control stock markets
  • THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES


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