PRICE DYNAMICS IN FINANCIAL MARKETS: A KINETIC APPROACH

D. MALDARELLA; L. PARESCHI

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PRICE DYNAMICS IN FINANCIAL MARKETS: A KINETIC APPROACH

机译：金融市场中的价格动力学：一种动力学方法

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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.

机译：简要回顾了基于偏微分方程的动力学模型在金融市场中股票价格形成动力学的应用。强调并讨论了行为方面在市场繁荣和崩溃中的重要性以及代理商异质性在新兴电力法律中对价格分配的作用。

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《Science and Culture》 |2010年第10期|p.448-453|共6页
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D. MALDARELLA; L. PARESCHI;
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Department of Mathematics & CMCS, University of Ferrara. via Machiavelli 35, Ferrara, Italy;

Department of Mathematics & CMCS, University of Ferrara. via Machiavelli 35, Ferrara, Italy;

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机译：金融市场的价格动态：动态方法

PRICE DYNAMICS IN FINANCIAL MARKETS: A KINETIC APPROACH

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