Invariant Algebraic Surfaces and Hopf Bifurcation of a Finance Model-Reference-Cited by-同舟云学术

Invariant Algebraic Surfaces and Hopf Bifurcation of a Finance Model

Published:2018-11 Issue:12 Volume:28 Page:1850150
ISSN:0218-1274
Container-title:International Journal of Bifurcation and Chaos
language:en
Short-container-title:Int. J. Bifurcation Chaos

Author:

Cândido Murilo R.¹,Llibre Jaume¹,Valls Claudia²

Affiliation:

1. Departament de Matemàtiques, Universitat Autònoma de Barcelona, Bellaterra, Barcelona 08193, Spain

2. Departamento de Matemática, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1049-001, Lisboa, Portugal

Abstract

Recently there are several works studying the finance model [Formula: see text] where [Formula: see text] and [Formula: see text] are positive parameters. The first objective of this paper is to show that this model exhibits one small-amplitude periodic solution emerging from a Hopf bifurcation at the equilibrium point [Formula: see text] and in the second one we show that this system does not have invariant algebraic surfaces for any value of the parameters.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Modelling and Simulation,Engineering (miscellaneous)

Link

https://www.worldscientific.com/doi/pdf/10.1142/S021812741850150X

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