Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6099
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dc.contributor.authorMerdan, Hüseyin-
dc.contributor.authorAlişen, M.-
dc.date.accessioned2021-09-11T15:34:56Z-
dc.date.available2021-09-11T15:34:56Z-
dc.date.issued2011en_US
dc.identifier.issn0096-3003-
dc.identifier.urihttps://doi.org/10.1016/j.amc.2011.06.028-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/6099-
dc.description.abstractAsset price dynamics is studied by using a system of ordinary differential equations which is derived by utilizing a new excess demand function introduced by Caginalp (2005) [4] for a market involving more information on demand and supply for a stock rather than their values at a particular price. Derivation is based on the finiteness of assets (rather than assuming unbounded arbitrage) in addition to investment strategies that are based on not only price momentum (trend) but also valuation considerations. For this new model and the older models which were extracted using the classical excess demand function by Caginalp and Balenovich (1994, 1999) [2,3], time evolutions of asset price are compared through numerical simulations. (C) 2011 Elsevier Inc. All rights reserved.en_US
dc.description.sponsorshipTUBITAK (The Scientific and Technological Research Council of Turkey)Turkiye Bilimsel ve Teknolojik Arastirma Kurumu (TUBITAK) [108T629]en_US
dc.description.sponsorshipH. Merdan was supported by TUBITAK (The Scientific and Technological Research Council of Turkey) Grant No. 108T629.en_US
dc.language.isoenen_US
dc.publisherElsevier Science Incen_US
dc.relation.ispartofApplied Mathematics And Computationen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectAsset pricingen_US
dc.subjectAsset flow differential equationsen_US
dc.subjectDemand and supplyen_US
dc.subjectValuation and momentum effecten_US
dc.subjectLiquidity valueen_US
dc.titleA mathematical model for asset pricingen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Science and Literature, Department of Mathematicsen_US
dc.departmentFakülteler, Fen Edebiyat Fakültesi, Matematik Bölümütr_TR
dc.identifier.volume218en_US
dc.identifier.issue4en_US
dc.identifier.startpage1449en_US
dc.identifier.endpage1456en_US
dc.identifier.wosWOS:000294302800031en_US
dc.identifier.scopus2-s2.0-80052261662en_US
dc.institutionauthorMerdan, Hüseyin-
dc.identifier.doi10.1016/j.amc.2011.06.028-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.languageiso639-1en-
item.cerifentitytypePublications-
item.openairetypeArticle-
item.grantfulltextnone-
crisitem.author.dept07.03. Department of Mathematics-
Appears in Collections:Matematik Bölümü / Department of Mathematics
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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