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Asset price dynamics for a two-asset market system

Bulut, H; Merdan, H; Swigon, D

Bulut, H (reprint author), TOBB Univ Econ & Technol, Dept Math, TR-06560 Ankara, Turkey.

CHAOS, 2019; 29 (2):

Abstract

We present a mathematical model for a market involving two stocks which are traded within a single homogeneous group of investors who have similar mot......

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