Global Hopf bifurcation analysis for a time-delayed model of asset prices

DOI10.1155/2010/432821zbMath1187.37132OpenAlexW2039199654WikidataQ58650813 ScholiaQ58650813MaRDI QIDQ965758

Ying Qu, Junjie Wei

Publication date: 26 April 2010

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

Full work available at URL: https://eudml.org/doc/224130

Mathematics Subject Classification ID

Periodic solutions to ordinary differential equations (34C25) Microeconomic theory (price theory and economic markets) (91B24) Dynamical systems in optimization and economics (37N40)

Related Items (4)

Study on the complexity pricing game and coordination of the duopoly air conditioner market with disturbance demand ⋮ A heterogeneous agent model of asset price dynamics with two time delays ⋮ Bifurcation analysis of a non-standard finite difference scheme for a time-delayed model of asset prices ⋮ Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis

Uses Software

• DDE-BIFTOOL

Cites Work

• Applications of centre manifold theory
• Introduction to functional differential equations
• On Bendixson's criterion
• Hopf bifurcation analysis in a delayed Nicholson blowflies equation
• Global continua of periodic solutions to some difference-differential equations of neutral type
• HOPF BIFURCATION ANALYSIS IN A MACKEY–GLASS SYSTEM
• Symmetric functional differential equations and neural networks with memory
• HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
• Hopf bifurcation analysis in a model of oscillatory gene expression with delay
• Bifurcation analysis in a scalar delay differential equation
• Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL
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