Carey Caginalp

University of Pittsburgh

Pittsburgh, PA 15260

United States

Chapman University

1 University Drive

Orange, CA 92866

United States

SCHOLARLY PAPERS

8

DOWNLOADS

1,305

TOTAL CITATIONS

12

Scholarly Papers (8)

1.

Establishing Cryptocurrency Equilibria Through Game Theory

Mathematics (AIMS), Forthcoming
Number of pages: 24 Posted: 24 Apr 2019
Carey Caginalp and Gunduz Caginalp
University of Pittsburgh and University of Pittsburgh - Department of Mathematics
Downloads 560 (102,246)
Citation 1

Abstract:

Loading...

cryptocurrency, game theory, volatility

2.

Valuation, Liquidity Price, and Stability of Cryptocurrencies

Proceedings of the National Academy of Sciences 115, 1131-1134 (2018)
Number of pages: 7 Posted: 06 Mar 2018
Carey Caginalp and Gunduz Caginalp
University of Pittsburgh and University of Pittsburgh - Department of Mathematics
Downloads 196 (317,870)
Citation 2

Abstract:

Loading...

cryptocurrency, bitcoin, bubble, valuation, liquidity price, stability

3.

Stochastic Asset Flow Equations: Interdependence of Trend and Volatility

Number of pages: 45 Posted: 27 Feb 2021
Carey Caginalp, Gunduz Caginalp and David Swigon
University of Pittsburgh, University of Pittsburgh - Department of Mathematics and University of Pittsburgh - Department of Mathematics
Downloads 123 (469,983)
Citation 1

Abstract:

Loading...

autocovariance, random supply, demand, stochastic differential equations, behavioral effects, price oscillations

4.

A Dynamical Systems Approach to Cryptocurrency Stability

Caginalp, Carey. "A Dynamical Systems Approach to Cryptocurrency Stability." AIMS Mathematics, 2019, 4(4): 1065-1077. doi: 10.3934/math.2019.4.1065
Number of pages: 13 Posted: 06 Nov 2019
Carey Caginalp
University of Pittsburgh
Downloads 100 (547,074)

Abstract:

Loading...

Ordinary Differential Equations, Mathematical Finance, Asset Bubbles, Quantitative Finance

5.

The Quotient of Normal Random Variables and Application to Asset Price Fat Tails

Physica A, 499, 457-471, Forthcoming
Number of pages: 21 Posted: 16 Apr 2018
Carey Caginalp and Gunduz Caginalp
University of Pittsburgh and University of Pittsburgh - Department of Mathematics
Downloads 99 (550,770)
Citation 3

Abstract:

Loading...

Quotient of Normals, Fat Tails, Ratio of Supply and Demand, Power Law Decay

6.

Stochastic Asset Price Dynamics and Volatility Using a Symmetric Supply and Demand Price Equation

Physica A: Statistical Mechanics and its Applications, Volume 523, 1 June 2019, Pages 807-824
Number of pages: 36 Posted: 03 Jun 2019
Carey Caginalp and Gunduz Caginalp
University of Pittsburgh and University of Pittsburgh - Department of Mathematics
Downloads 85 (605,594)
Citation 2

Abstract:

Loading...

Mathematical Finance, Supply and Demand, Mathematical Economics, Quotient of Normals, Stochastic Equations, Market Dynamics, Variance Extrema, Price Maximum and Minimum

7.

Derivation of non-classical stochastic price dynamics equations

Physica A 560, 15 December 2020, 125118
Number of pages: 29 Posted: 02 Aug 2019 Last Revised: 22 Jan 2021
Carey Caginalp and Gunduz Caginalp
University of Pittsburgh and University of Pittsburgh - Department of Mathematics
Downloads 72 (663,924)

Abstract:

Loading...

asset prices, stochastic models, price variance, volatility

8.

Price Equations with Symmetric Supply/Demand; Implications for Fat Tails

Economic Letters, 176 (2019) 79–82
Number of pages: 8 Posted: 12 Aug 2019
Carey Caginalp and Gunduz Caginalp
University of Pittsburgh and University of Pittsburgh - Department of Mathematics
Downloads 70 (673,627)
Citation 3

Abstract:

Loading...

Price Dynamics, Fat Tails, Supply/Demand, Asset Flow Equations