ASSET PRICE DYNAMICS FOR A HYBRID MARKET
Autor: | Maklakova, E. I., Perevalova, T. V. |
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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 |
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