A Simple Stock Market Model Involving Delay
We suggest a model that describes dynamics of the stock price and its intrinsic value in the stock market. The model is based on characterization of the market participants behavior and on the relationship between the stock market and business environment. The model deals with two commonly usedtrading strategies and consist of two differential equations. The first one describes the current stock price dynamics and the second one the dynamics of its intrinsic value. We also analyze the qualitative behavior of the model.
Volume (Year): 13 (2006)
Issue (Month): 23 ()
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