Browsing 01 Mathematical Sciences by Author "Wang Duo"

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

Browsing 01 Mathematical Sciences by Author "Wang Duo"

Sort by: Order: Results:

  • A behavioral asset pricing model with a time-varying second moment 
    He Xuezhong; Wang Duo; Chiarella Carl (Elsevier, 2005)
    We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior in financial markets when chartists estimate both conditional mean and variance by using a weighted ...
  • Does the market maker stabilize the market? 
    Zhu Mei; Chiarella Carl; He Xuezhong; Wang Duo (Elsevier Science BV, 2009)
    The market maker plays an important role in price formation, but his/her behavior and stabilizing impact on the market are relatively unclear, in particular in speculative markets. This paper develops a financial market ...
  • Further Reduction of Normal Forms and Unique Normal Forms of Smooth Maps 
    Wang Duo; Zheng Min; Peng Jianping (World Scientific, 2008)
    Further reduction for classical normal forms of formal maps is considered in this note. Based on a recursive formula for computing the transformed map of a formal map under a near identity formal transformation, we develop ...
  • Further reduction of normal forms of formal maps 
    Wang Duo; Zheng Min; Peng Jianping (Elsevier, 2006)
    Further reduction for classical normal forms of formal maps is considered in this note. Based on a recursive formula for computing the transformed map of a formal map under a near identity formal transformation, we develop ...
  • The Stochastic Bifurcation Behaviour of Speculative Financial Markets 
    Chiarella Carl; He Xuezhong; Wang Duo; Zheng Min (Elsevier Science BV, 2008)
    This paper establishes a continuous-time stochastic asset pricing model in a speculative financial market with fundamentalists and chartists by introducing a noisy fundamental price. By application of stochastic bifurcation ...