ASSET PRICE DYNAMICS FOR A HYBRID MARKET

Autor: Maklakova, E. I., Perevalova, T. V.
Jazyk: ruština
Rok vydání: 2020
Popis: In an attempt to capture a salient feature of hybrid financial markets we propose a simple model of an asset market with heterogenous traders. The resulting asset price dynamics is generated by a one-dimensional 5-piece linear map with discontinuities.
Databáze: OpenAIRE