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Neimark-Sacker bifurcation in a discrete-time financial system. (English) Zbl 1195.91189
Summary: A discrete-time financial system is proposed by using forward Euler scheme. Based on explicit Neimark-Sacker bifurcation (also called Hopf bifurcation for map) criterion, normal form method and center manifold theory, the system’s existence, stability and direction of Neimark-Sacker bifurcation are studied. Numerical simulations are employed to validate the main results of this work. Some comparison of bifurcation between the discrete-time financial system and its continuous-time system is given.
MSC:
91G99Mathematical finance
37N40Dynamical systems in optimization and economics
91G60Numerical methods in mathematical finance