Numerical analysis of 3-D nonlinear financial model with lagged variables - influence of initial histories

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23510%2F14%3A43923650" target="_blank" >RIV/49777513:23510/14:43923650 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Numerical analysis of 3-D nonlinear financial model with lagged variables - influence of initial histories
Original language description
The paper concerns with numerical analysis of generalization of 3-D nonlinear financial model, which have been reported in the literature recently. It is composed of three simultaneous nonlinear ordinary differential equations with three state variables,which express the interest rate, the investment demand, and the price index, in particular. We have already introduced time dependent constitutive coefficient representing rate of investment instead of time invariant one. Further, we also admit more complex construction of right hand side terms including time delayed response of state variables, which yields the system with more general structure. In such case, the initial value problem turns to initial history problem, in general. We start with the simplest analytic form of the lagged terms, which assumes three intensities and three delays given. Numerical investigation of model with different forms of investment rate function and lagged structure is reported in detail. In particular,
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
32nd International Conference Mathematical Methods in Economics Conference Proceedings
ISBN
978-80-244-4208-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
590-595
Publisher name
Palacký University, Olomouc
Place of publication
Palacký University, Olomouc
Event location
Olomouc
Event date
Sep 10, 2014
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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