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A SIMPLE MODEL FOR ASSET PRICE BUBBLE FORMATION AND COLLAPSE
ASSET PRICE BUBBLE FORMATION COLLAPSE
2015/7/14
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomen...
A simple model for asset price bubble formation and collapse
simple model asset price bubble formation collapse
2010/12/15
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomen...