Numerical Studies of Differential Equations Related to Theoretical Financial Markets

Numerical computations are performed on a model which has been proposed to describe the characteristic and psychological aspects of financial markets in a pure setting. Overreactions, fluctuations and convergence to realistic values are observed in these calculations. By varying parameters related to either emotional or rational motivations, one can obtain a spectrum of patterns which range from efficient to chaotic markets

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Year of publication:	2010
Authors:	Caginalp, Gunduz
Other Persons:	Ermentrout, G.B. (contributor)
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Finanzmarkt \| Financial market \| Analysis \| Mathematical analysis
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Appl. Math. Lett., Vol. 4, pp. 35-38, 1991 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 1990 erstellt Volltext nicht verfügbar
Classification:	G10 - General Financial Markets. General ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013148841