Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market (2009)
- Authors:
- USP affiliated authors: BELITSKY, VLADIMIR - IME ; PEREIRA, ANTONIO LUIZ - IME ; PRADO, FERNANDO PIGEARD DE ALMEIDA - FFCLRP
- Unidades: IME; FFCLRP
- Assunto: PROCESSOS ESTOCÁSTICOS
- Language: Inglês
- Imprenta:
-
ABNT
BELITSKY, Vladimir e PEREIRA, Antônio Luiz e PRADO, Fernando Pigeard de Almeida. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf. Acesso em: 23 abr. 2024. , 2009 -
APA
Belitsky, V., Pereira, A. L., & Prado, F. P. de A. (2009). Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf -
NLM
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. 2009 ;[citado 2024 abr. 23 ] Available from: https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf -
Vancouver
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. 2009 ;[citado 2024 abr. 23 ] Available from: https://repositorio.usp.br/directbitstream/3348146d-18ba-4bb7-b460-4ed0c1b20f13/1813178.pdf - On modeling the formation of the aggregated demand in a population of interacting heterogeneous consumers
- Bolhas especulativas e crashes
- An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes
- Phase transition of product locations due to social interactions of consumers
- Implicit coefficient of extreme dependence and its application for identification of market's comovements
- Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents
- Social interactions, product differentiation and discontinuity of demand
- Social interactions, product differentiation and discontinuity of demand
- The alcohol price and the flex cars
- Product differentiation in the presence of social interactions of consumers
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