Blar i AURA på forfatter "Maklakova, Elena"
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Stochastic sensitivity of bull and bear states
Jungeilges, Jochen; Maklakova, Elena; Perevalova, Tatyana (Peer reviewed; Journal article, 2021)We study the price dynamics generated by a stochastic version of a Day–Huang type asset market model with heterogenous, interacting market participants. To facilitate the analysis, we introduce a methodology that allows ...