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A model of financial market with several interacting assets. Complete market case

โœ Scribed by Sergio Albeverio; Victoria Steblovskaya


Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
124 KB
Volume
6
Category
Article
ISSN
0949-2984

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Intermittent chaos in a model of financi
โœ Taisei Kaizoji ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 277 KB

In this paper we study the price dynamics in a simple model of financial markets with heterogeneous-agents. We concentrate on how increase in the total number of active traders influences on fluctuations of asset prices. We find that a curious route to chaos is observed when the total number of acti