A financial market model with two discontinuities: Bifurcation structures in the chaotic domain.
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DOI: 10.1063/1.5024382
Abstract: We continue the investigation of a one-dimensional piecewise linear map with two discontinuity points. Such a map may arise from a simple asset-pricing model with heterogeneous speculators, which can help us to explain the intricate… read more here.
Keywords: chaotic domain; bandcount; bifurcation structures; financial market ... See more keywords