Valuation, liquidity price, and stability of cryptocurrencies C Caginalp, G Caginalp Proceedings of the National Academy of Sciences 115 (6), 1131-1134, 2018 | 45 | 2018 |
Analytical and numerical results for an escape problem C Caginalp, X Chen Archive for Rational Mechanics and Analysis 203, 329-342, 2012 | 24 | 2012 |
A dynamical systems approach to cryptocurrency stability C Caginalp arXiv preprint arXiv:1805.03143, 2018 | 21 | 2018 |
Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation C Caginalp, G Caginalp Physica A: Statistical Mechanics and Its Applications 523, 807-824, 2019 | 14 | 2019 |
Establishing cryptocurrency equilibria through game theory C Caginalp, G Caginalp Mathematics (AIMS), Forthcoming, 2019 | 13 | 2019 |
The quotient of normal random variables and application to asset price fat tails C Caginalp, G Caginalp Physica A: Statistical Mechanics and its Applications 499, 457-471, 2018 | 12 | 2018 |
Price equations with symmetric supply/demand; implications for fat tails C Caginalp, G Caginalp Economics Letters 176, 79-82, 2019 | 5 | 2019 |
Stochastic asset flow equations: Interdependence of trend and volatility C Caginalp, G Caginalp, D Swigon Physica A: Statistical Mechanics and its Applications 574, 125985, 2021 | 4 | 2021 |
Effects of white noise in multistable dynamics X Chen, C Caginalp, J Hao, Y Zhang Discrete Contin. Dyn. Syst. Ser. B 18 (7), 1805-1825, 2013 | 4 | 2013 |
Derivation of non-classical stochastic price dynamics equations C Caginalp, G Caginalp Physica A: Statistical Mechanics and its Applications 560, 125118, 2020 | 3 | 2020 |
Cryptocurrency Equilibria Through Game Theoretic Optimization C Caginalp, G Caginalp arXiv preprint arXiv:1805.10128, 2018 | 3 | 2018 |
Analytical and numerical results for first escape time in 2D C Caginalp, X Chen Comptes Rendus. Mathématique 349 (3-4), 191-194, 2011 | 3 | 2011 |
Asset price volatility and price extrema C Caginalp, G Caginalp arXiv preprint arXiv:1802.04774, 2018 | 2 | 2018 |
Minimization Solutions to Conservation Laws with Non-smooth and Non-strictly Convex Flux C Caginalp https://arxiv.org/abs/1708.02339, 2017 | 2 | 2017 |
Analytical and numerical results on escape of Brownian particles C Caginalp University of Pittsburgh, 2011 | 2 | 2011 |
A Minimization Approach to Conservation Laws With Random Initial Conditions and Non-smooth, Non-strictly Convex Flux C Caginalp https://arxiv.org/abs/1708.02496, 2017 | 1 | 2017 |
A survey of results on conservation laws with deterministic and random initial data C Caginalp Discrete and Continuous Dynamical Systems-B 23 (6), 2043-2069, 2018 | | 2018 |
Hierarchies of N-Point Functions for Nonlinear Conservation Laws with Random Initial Data C Caginalp https://arxiv.org/abs/1708.02490, 2017 | | 2017 |
Conservation Laws With Random and Deterministic Data C Caginalp https://arxiv.org/abs/1708.02336, 2017 | | 2017 |