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oaioai:iris.unife.it:11392/1402807

Price dynamics in financial markets: a kinetic approach

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Publication date
1 January 2010
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Abstract

The use of kinetic modelling based on partial differential equations for the dynamics of stock price formation in financial markets is briefly reviewed. The importance of behavioral aspects in market booms and crashes and the role of agents’ heterogeneity in emerging power laws for price distributions is emphasized and discussed

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Archivio istituzionale della ricerca - Università di Ferrara

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Last time updated on 12/11/2016

This paper was published in Archivio istituzionale della ricerca - Università di Ferrara.

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