Numerical studies of differential equati
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G. Caginalp; G.B. Ermentrout
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Article
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1991
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Elsevier Science
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English
β 228 KB
Numerical computations are performed on a model which has been proposed to describe the characteristic and psychological aspects of financial markets in a pure setting. Overreactions, fluctuations, and convergence to realistic values are observed in these calculations. By varying parameters related