9 citations · 9 across the 2 of their papers we have counts for
2 papers
math.DS2009
Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model of an asset market
Vladimir Belitsky, Antonio L. Pereira, Fernando P. de Almeida Prado
We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an ass…
q-fin.GN2008★ 9 cited
Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents
Gunter M. Schütz, Fernando Pigeard de Almeida Prado, Rosemary J. Harris +1
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a co…