Asset price dynamics with heterogeneous groups

Physica D: Nonlinear Phenomena

Volumn 225, Issue 1, 2007, Pages 43-54

  Caginalp, G ^a   Merdan, H ^b  

^a UNIVERSITY OF PITTSBURGH   (United States)

^b TOBB UNIVERSITY OF ECONOMICS AND TECHNOLOGY   (Turkey)

Author keywords

Closed end funds; Dynamical system approach to mathematical finance; Ordinary differential equations for asset pricing; Secondary issues and stock buybacks; Steady states of asset prices

Indexed keywords

INVESTMENTS; NUMERICAL METHODS; ORDINARY DIFFERENTIAL EQUATIONS; STRATEGIC PLANNING;

ASSET PRICING; CLOSED-END FUNDS; DYNAMICAL SYSTEM APPROACHS; MATHEMATICAL FINANCE; STOCK BUYBACKS;

COST ACCOUNTING;

EID: 33845230240     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2006.09.036     Document Type: Article

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