4 citations · 5 across the 2 of their papers we have counts for
2 papers
q-fin.TR2010★ 1 cited
Kinetic models for socio-economic dynamics of speculative markets
D. Maldarella, L. Pareschi
In this paper we introduce a simple model for a financial market characterized by a single stock or good and an interplay between two different traders populations, chartists and f…
q-fin.TR2010★ 4 cited
Price dynamics in financial markets: a kinetic approach
Dario Maldarella, Lorenzo Pareschi
The use of kinetic modelling based on partial differential equations for the dynamics of stock price formation in financial markets is briefly reviewed. The importance of behaviora…