𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A dynamical stochastic coupled model for financial markets

✍ Scribed by T.E. Govindan; Carlos Ibarra-Valdez; J. Ruiz de Chávez


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
210 KB
Volume
381
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A multi-interacting-agent model for fina
✍ Sílvio M. Duarte Queirós; E.M.F. Curado; F.D. Nobre 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 627 KB

Microscopic models, which resemble random magnetic systems, have been used recently in the literature for the description of financial markets. In the present work, a model with many interacting agents, similar to an Ising random magnet with infinite-range interactions, is investigated. The introduc

Dynamical model of financial markets: fl
✍ Naoki Kozuki; Nobuko Fuchikami 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 369 KB

We present a model of ÿnancial markets originally proposed for a turbulent ow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential, where the 'temperature' uctuates slowly. The model generally yiel

A Stochastic Model for Coupled Enzyme Sy
✍ Pali Sen 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 770 KB

The molecular biology of transformed cancer cells singles out key enzymes as senaitive targets of anti-cancefdrugs. Here we use one substrate--one intermediate-one final product model for a coupled enzyme syatcm. The transfer rates for the mechanism are taken as continuous but subject to random fluc

Numerical treatment of stochastic models
✍ Ameen Alawneh; Kamel Al-Khaled 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 1021 KB

In this paper, by means of the variational iteration method, numerical solutions are computed for some stochastic models, without any linearization or weak assumptions. Two stochastic models, the Fokker-Planck equation for non-equilibrium statistical systems and the Black-Scholes model for pricing s