On the global dynamics of a finance model

Recently several works have studied the following model of finance \[ x= z (y-a) x, y= 1-b y -x^2, z= -x -c z, \] where a, b and c are positive real parameters. We study the global dynamics of this polynomial differential system, and in particular for a one--dimensional parametric subfamily we show...

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Detalles Bibliográficos
Autores: Llibre, Jaume|||0000-0002-9511-5999, Valls, Clàudia|||0000-0001-8279-1229
Tipo de recurso: artículo
Fecha de publicación:2018
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:182540
Acceso en línea:https://ddd.uab.cat/record/182540
https://dx.doi.org/urn:doi:10.1016/j.chaos.2017.10.026
Access Level:acceso abierto
Palabra clave:Darboux invariant
Finance model
Global dynamics
Poincar\'e compactification
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spelling On the global dynamics of a finance modelLlibre, Jaume|||0000-0002-9511-5999Valls, Clàudia|||0000-0001-8279-1229Darboux invariantFinance modelGlobal dynamicsPoincar\'e compactificationRecently several works have studied the following model of finance \[ x= z (y-a) x, y= 1-b y -x^2, z= -x -c z, \] where a, b and c are positive real parameters. We study the global dynamics of this polynomial differential system, and in particular for a one--dimensional parametric subfamily we show that there is an equilibrium point which is a global attractor. 22018-01-0120182018-01-01Articlehttp://purl.org/coar/resource_type/c_6501AMhttp://purl.org/coar/version/c_ab4af688f83e57aainfo:eu-repo/semantics/articleapplication/pdfhttps://ddd.uab.cat/record/182540https://dx.doi.org/urn:doi:10.1016/j.chaos.2017.10.026reponame:Dipòsit Digital de Documents de la UABinstname:Universitat Autònoma de BarcelonaInglésengMinisterio de Economía y Competitividad https://doi.org/10.13039/501100003329 MTM2016-77278-PMinisterio de Economía y Competitividad https://doi.org/10.13039/501100003329 MTM2013-40998-PAgència de Gestió d'Ajuts Universitaris i de Recerca https://doi.org/10.13039/501100003030 2014/SGR-568open accesshttp://purl.org/coar/access_right/c_abf2Aquest material està protegit per drets d'autor i/o drets afins. Podeu utilitzar aquest material en funció del que permet la legislació de drets d'autor i drets afins d'aplicació al vostre cas. Per a d'altres usos heu d'obtenir permís del(s) titular(s) de drets.https://rightsstatements.org/vocab/InC/1.0/info:eu-repo/semantics/openAccessoai:ddd.uab.cat:1825402026-06-06T12:50:31Z
dc.title.none.fl_str_mv On the global dynamics of a finance model
title On the global dynamics of a finance model
spellingShingle On the global dynamics of a finance model
Llibre, Jaume|||0000-0002-9511-5999
Darboux invariant
Finance model
Global dynamics
Poincar\'e compactification
title_short On the global dynamics of a finance model
title_full On the global dynamics of a finance model
title_fullStr On the global dynamics of a finance model
title_full_unstemmed On the global dynamics of a finance model
title_sort On the global dynamics of a finance model
dc.creator.none.fl_str_mv Llibre, Jaume|||0000-0002-9511-5999
Valls, Clàudia|||0000-0001-8279-1229
author Llibre, Jaume|||0000-0002-9511-5999
author_facet Llibre, Jaume|||0000-0002-9511-5999
Valls, Clàudia|||0000-0001-8279-1229
author_role author
author2 Valls, Clàudia|||0000-0001-8279-1229
author2_role author
dc.subject.none.fl_str_mv Darboux invariant
Finance model
Global dynamics
Poincar\'e compactification
topic Darboux invariant
Finance model
Global dynamics
Poincar\'e compactification
description Recently several works have studied the following model of finance \[ x= z (y-a) x, y= 1-b y -x^2, z= -x -c z, \] where a, b and c are positive real parameters. We study the global dynamics of this polynomial differential system, and in particular for a one--dimensional parametric subfamily we show that there is an equilibrium point which is a global attractor.
publishDate 2018
dc.date.none.fl_str_mv 2
2018-01-01
2018
2018-01-01
dc.type.none.fl_str_mv Article
http://purl.org/coar/resource_type/c_6501
AM
http://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://ddd.uab.cat/record/182540
https://dx.doi.org/urn:doi:10.1016/j.chaos.2017.10.026
url https://ddd.uab.cat/record/182540
https://dx.doi.org/urn:doi:10.1016/j.chaos.2017.10.026
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Ministerio de Economía y Competitividad https://doi.org/10.13039/501100003329 MTM2016-77278-P
Ministerio de Economía y Competitividad https://doi.org/10.13039/501100003329 MTM2013-40998-P
Agència de Gestió d'Ajuts Universitaris i de Recerca https://doi.org/10.13039/501100003030 2014/SGR-568
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://rightsstatements.org/vocab/InC/1.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://rightsstatements.org/vocab/InC/1.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Dipòsit Digital de Documents de la UAB
instname:Universitat Autònoma de Barcelona
instname_str Universitat Autònoma de Barcelona
reponame_str Dipòsit Digital de Documents de la UAB
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