A simple finite-difference stock market model involving intrinsic value
type: Item
instance of: scholarly article
title: A simple finite-difference stock market model involving intrinsic value
zbMATH Open document ID: 1146.91354
author: Jan Melecký
author: Artur Sergyeyev
published in: Chaos, Solitons and Fractals
publication date: 2008-11-06T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 39A10
zbMATH DE Number: 5362509
MaRDI profile type: Publication
full work available at URL: j.chaos.2007.01.016
OpenAlex ID: W2028466911
cites work: Q4942162
cites work: COMPLEX DYNAMICS IN A SIMPLE STOCK MARKET MODEL
cites work: Q5728644
cites work: Nonlinear effects in a discrete-time dynamic model of a stock market.
cites work: An introduction to statistical finance
cites work: Option pricing impact of alternative continuous-time dynamics
cites work: The dynamics of speculative behaviour
cites work: A behavioral asset pricing model with a time-varying second moment
cites work: How to control stock markets
cites work: Market mood, adaptive beliefs and asset price dynamics
cites work: Q4380369
cites work: Oscillatory finite-time singularities in finance, population and rupture
cites work: Continuous Auctions and Insider Trading
cites work: THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES
DOI: 10.1016/J.CHAOS.2007.01.016
description: scientific article; zbMATH DE number 5362509