Govindan, T.E.; Ibarra-Valdez, Carlos; Ruiz de Chávez, J. - In: Physica A: Statistical Mechanics and its Applications 381 (2007) C, pp. 317-328
A model coupling a deterministic dynamical system which represents trading, with a stochastic one that represents asset prices evolution is presented. Both parts of the model have connections with well established dynamic models in mathematical economics and finance. The main objective is to...