Simple Differential Equations of A & H Stock Prices and Application to Analysis of Equilibrium State

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References

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[2]
T. Q. Yun, “A Short-Term Prediction of Stock Price for the Normal Case,” Journal of South China University of Technology, in Chinese, Vol. 25, No. 5, 1997, pp. 47-51.

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T. Q. Yun, “Basic Equations, Theory and Principles for Computational Stock Markets (I)—Basic Equations,” Ap-plied Mathematics and Mechanics, Vol. 20, No. 2, 1999, pp. 154-162.

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T. Q. Yun, “Basic Equations, Theory and Principles For Computational Stock Markets (III)—Basic Theory,” Ap-plied Mathematics and Mechanics, Vol. 21, No. 8, 2000, pp. 861-868.

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T. Q. Yun, “Analysis of Financial Derivatives by Me-chanical Method (I)—Basic Equation of Price Of Index Futures,” Applied Mathematics and Mechanics, Vol. 22, No. 1, 2001, pp. 118-125.

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T. Q. Yun, “Analysis of Financial Derivatives By Me-chanical Method (II)—Basic Equation of Market Price of Option,” Applied Mathematics and Mechanics, 2001, Vol. 22, No. 9, pp. 1004-1011.

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T. Q. Yun, “The Application of Game Theory to Stock/Option Trading,” Forecasting, in Chinese, Vol. 20, No. 5, 2001, pp. 36-38.

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T. Q. Yun and G. L. Lei, “Simplest Differential Equation of Stock Price, Its Solution and Relation to Assumptions of Black-Scholes Model,” Applied Mathematics and Me-chanics, Vol. 24, No. 6, 2003, pp. 654-658.

[10]
T. Q. Yun and J. S Yu, “Mathematical Analysis for Op-erators—Gaps, Optimum Pushing Up, Tactics of Run Away, and Reliability Calculation,” Research on Financial and Economic Issues (additional copy), in Chinese, Vol. 5, May 2005, pp. 32-35.

[11]
J. S. Yu, T. Q. Yun and Z. M. Gao, Theory of Computa-tional Securities, Scientific Publishers, Beijing, 2008.

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T. Q. Yun, “Fixed Point Theorem of Composition G- Contractive Mapping and its Applications,” Applied Mathematics and Mechanics, Vol. 22, No. 10, 2001, pp. 1132-1139.

[13]
T. Q. Yun, “Simultaneous Differential Equations of A, H Stock Prices,” Forum on District Economic Cooperation and District Economic Development, Journal of Economic Research, University of Guangzhou, Guangzhou, 23-25 May 2008, pp. 599-604.