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20042009
most citedShort-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

9 citations · 9 across the 3 of their papers we have counts for

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Showing 2009 · math.DSShow all

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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…