A discrete mutualism model: analysis and exploration of a financial application
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Abstract
We perform a stability analysis on a discrete analogue of a known, continuous model of mutualism. We illustrate how the introduction of delays affects the asymptotic stability of the system’s positive nontrivial equilibrium point. In the second part of the paper we explore the insights that the model can provide when it is used in relation to interacting financial markets. We also note the limitations of such an approach.Citation
Roberts, J. A., Kavallaris, N. I. & Rowntree, A. P. (2019). A discrete mutualism model: analysis and exploration of a financial application. Applied Numerical Mathematics, 149, 141–152.Publisher
ElsevierJournal
Applied Numerical MathematicsAdditional Links
https://www.journals.elsevier.com/applied-numerical-mathematics/Type
ArticleLanguage
enISSN
0168-9274EISSN
1873-5460ae974a485f413a2113503eed53cd6c53
10.1016/j.apnum.2019.09.008
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Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc-nd/4.0/