On Price Stochastic Equilibrium of Adaptive Single-Component Market

Abstracts of the 5th CSDA International Conference on Computational and Financial Econometrics (CFE 2011) 2011
Kārlis Šadurskis, Māris Buiķis, Jevgeņijs Carkovs

A stochastic adaptive Samuel-Marshall type single component market with randomly delayed suply is discussed.

Keywords
functional differential equation, small parameter, Markov process, asymptotic methods
Hyperlink
http://www.cfe-csda.org/ercim11/London2011BoA.pdf

Šadurskis, K., Buiķis, M., Carkovs, J. On Price Stochastic Equilibrium of Adaptive Single-Component Market. In: Abstracts of the 5th CSDA International Conference on Computational and Financial Econometrics (CFE 2011), United Kingdom, London, 17-19 December, 2011. London: University of London, 2011, pp.8-8.

Publication language
English (en)