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

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DOI: 10.4236/ti.2010.12013    7,512 Downloads   11,638 Views   Citations

ABSTRACT

Similar to the simplest differential equation of stock price, a set of simultaneous differential equations of stock prices of the same share in both A and H stock markets have been established. This is a set of simultaneous nonlinear differential equations, which can be solved by iteration method via a proof by g-contraction mapping theorem. Further more, the exact solution for equilibrium state and an example of checking the price prediction of “China Petroleum” (601857) at a conference held in May 2008 are given.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

T. Yun and T. Yun, "Simple Differential Equations of A & H Stock Prices and Application to Analysis of Equilibrium State," Technology and Investment, Vol. 1 No. 2, 2010, pp. 110-113. doi: 10.4236/ti.2010.12013.

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