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the function of supply can be linear or nonlinear
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نویسنده
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sadeqi behruz
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منبع
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هفتمين همايش رياضيات و علوم انساني(رياضيات مالي) - 1401 - دوره : 7 - هفتمین همایش ریاضیات و علوم انسانی(ریاضیات مالی) - کد همایش: 01220-38251 - صفحه:0 -0
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چکیده
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We develop price dynamics equations using a function of supply with key symmetrproperties. the function of supply can be linear or nonlinear. the typeof function determines the nature of the tail of the distribution based on therandomness in the supply and demand. for example, if supply and demand arenormally distributed, and the function is assumed to be linear, then thedensity of relative price change has behavior $x^{-2}$ for large $x$ (i.e.,large deviations). the exponent approaches $-1$ if the function of supply anddemand involves a large exponent. the falloff is exponential, i.e., $e^{-x}$,if the function of supply is logarithmic.
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کلیدواژه
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normally distributed ,function of supply ,symmetric
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آدرس
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, iran
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Authors
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