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摘要翻译：
本文讨论了将经济和金融视为一个内在的动态和混沌系统的各种实际后果。在理论方面，本文着眼于一般经济学中做市定价方法的普遍适用性。本文还讨论了流动性内生创造的后果和流动性作为状态变量的作用。在实践方面，提出了减少房地产市场和股票市场混乱行为的建议。
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英文标题：
《Pricing, liquidity and the control of dynamic systems in finance and
economics》
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作者：
Geoff Willis
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最新提交年份：
2011
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要：
The paper discusses various practical consequences of treating economics and finance as an inherently dynamic and chaotic system. On the theoretical side this looks at the general applicability of the market-making pricing approach to economics in general. The paper also discuses the consequences of the endogenous creation of liquidity and the role of liquidity as a state variable. On the practical side, proposals are made for reducing chaotic behaviour in both housing markets and stock markets.
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PDF链接：
https://arxiv.org/pdf/1105.5503
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