32 citations · 53 across the 7 of their papers we have counts for
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econ.TH2019
Derivation of non-classical stochastic price dynamics equations
Carey Caginalp, Gunduz Caginalp
We analyze the relative price change of assets starting from basic supply/demand considerations subject to arbitrary motivations. The resulting stochastic differential equation has…
q-fin.MF2019★ 7 cited
Price equations with symmetric supply/demand; implications for fat tails
Carey Caginalp, Gunduz Caginalp
Implementing a set of microeconomic criteria, we develop price dynamics equations using a function of demand/supply with key symmetry properties. The function of demand/supply can…