Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Dario Maldarella"'
Autor:
Dario Maldarella, Lorenzo Pareschi
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 391:715-730
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 trader populations, chartists and fundamentalists, which determine the price dynamics of the stock. The mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82b4655da4eea6511a453390bbc67dea
https://doi.org/10.1016/j.physa.2011.08.013
https://doi.org/10.1016/j.physa.2011.08.013
Autor:
Claudia Negulescu, Jacek Narski, Dario Maldarella, Pierre Degond, Martin Parisot, Fabrice Deluzet
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 32, Pp 23-30 (2011)
CEMRACS '10
CEMRACS '10, Jul 2010, Marseille, France. pp.23-30, ⟨10.1051/proc/2011010⟩
CEMRACS '10
CEMRACS '10, Jul 2010, Marseille, France. pp.23-30, ⟨10.1051/proc/2011010⟩
International audience; In this paper a strategy is investigated for the spatial coupling of an asymptotic preserving scheme with the asymptotic limit model, associated to a singularly perturbed, highly anisotropic, ellip-tic problem. This coupling s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62e932b0bf9e0195642ce54b399f7a78
https://doi.org/10.1051/proc/2011010
https://doi.org/10.1051/proc/2011010
Publikováno v:
Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences ISBN: 9780817649456
We review different microscopic and kinetic models of financial markets which have been developed by economists, physicists, and mathematicians in the last years. We first give a summary of the microscopic models and then introduce the corresponding
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8ba57f256b0717d67ee1feeb5bd97f2
https://doi.org/10.1007/978-0-8176-4946-3_3
https://doi.org/10.1007/978-0-8176-4946-3_3
