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| Author: | Cenci, M. Cerquetti, A. Peccati, L. |
| Title: | Imitation and stability in a stock market |
| Journal: | European Journal of Operational Research
1996 : JUN 7, VOL. 91:2, p. 301-305 |
| Index terms: | MANAGEMENT STOCK MARKETS STABILIZATION |
| Language: | eng |
| Abstract: | The study of financial markets is a challenging problem because it requires both an adequate structural simplicity in order to allow for the aggregation at a macrolevel of its microfoundations and a thorough description of the behavior of true world agents requiring, for instance, a set of tools uncommon in economics but quite standard in psychology. This paper explores an alternative continuous version of the basic model under deterministic assumptions. The authors assume precisely that the time variations of the intensity of proposed transactions made by each agent in the stock market is decomposable into two addenda. |
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