Pittsburgh, PA 15260
United States
1 University Drive
Orange, CA 92866
Chapman University
cryptocurrency, game theory, volatility
cryptocurrency, bitcoin, bubble, valuation, liquidity price, stability
autocovariance, random supply, demand, stochastic differential equations, behavioral effects, price oscillations
Ordinary Differential Equations, Mathematical Finance, Asset Bubbles, Quantitative Finance
Quotient of Normals, Fat Tails, Ratio of Supply and Demand, Power Law Decay
Mathematical Finance, Supply and Demand, Mathematical Economics, Quotient of Normals, Stochastic Equations, Market Dynamics, Variance Extrema, Price Maximum and Minimum
asset prices, stochastic models, price variance, volatility
Price Dynamics, Fat Tails, Supply/Demand, Asset Flow Equations