Stability and Bifurcation of a Two Scale Stochastic System in Asset Pricing Theory

Stability and Bifurcation of a Two Scale Stochastic System in Asset Pricing Theory
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:835712133
ISBN-13 :
Rating : 4/5 (33 Downloads)

Book Synopsis Stability and Bifurcation of a Two Scale Stochastic System in Asset Pricing Theory by :

Download or read book Stability and Bifurcation of a Two Scale Stochastic System in Asset Pricing Theory written by and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Stability and Bifurcation of a Two Scale Stochastic System in Asset Pricing Theory Related Books

Stability and Bifurcation of a Two Scale Stochastic System in Asset Pricing Theory
Language: en
Pages:
Stochastic Methods in Asset Pricing
Language: en
Pages: 632
Authors: Andrew Lyasoff
Categories: Business & Economics
Type: BOOK - Published: 2017-08-25 - Publisher: MIT Press

DOWNLOAD EBOOK

A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presen
Bifurcation Analysis of a Single-Group Asset Flow Model
Language: en
Pages: 22
Authors: Huseyin Merdan
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

We study the stability and Hopf bifurcation analysis of an asset pricing model that is based on the model introduced by Caginalp and Balenovich, under the assum
Structural Stochastic Volatility in Asset Pricing Dynamics
Language: en
Pages: 34
Authors: Reiner Franke
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

Mathematical Reviews
Language: en
Pages: 1280
Authors:
Categories: Mathematics
Type: BOOK - Published: 2003 - Publisher:

DOWNLOAD EBOOK