The following pages link to (Q4531968):
Displaying 50 items.
- The geometry of relative arbitrage (Q300840) (← links)
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
- Large systems of diffusions interacting through their ranks (Q424497) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- A second-order stock market model (Q470674) (← links)
- Generalized volatility-stabilized processes (Q470721) (← links)
- On a class of diverse market models (Q470733) (← links)
- Equilibrium fluctuations for a discrete Atlas model (Q511127) (← links)
- Hybrid Atlas models (Q535207) (← links)
- Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
- Relative arbitrage in volatility-stabilized markets (Q665537) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725) (← links)
- A forecasting model for stock market diversity (Q665777) (← links)
- Balance, growth and diversity of financial markets (Q665825) (← links)
- Short-term relative arbitrage in volatility-stabilized markets (Q665831) (← links)
- Kinetic models for topological nearest-neighbor interactions (Q683318) (← links)
- Optimization of relative arbitrage (Q902176) (← links)
- Diversity-weighted portfolios with negative parameter (Q902178) (← links)
- Local times of ranked continuous semimartingales (Q939396) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- On optimal arbitrage (Q990375) (← links)
- Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
- Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
- Equilibrium large deviations for mean-field systems with translation invariance (Q1617149) (← links)
- Optimal surviving strategy for drifted Brownian motions with absorption (Q1647737) (← links)
- SPDE limit of the global fluctuations in rank-based models (Q1746148) (← links)
- Exponentially concave functions and a new information geometry (Q1746149) (← links)
- Stationary distributions of the Atlas model (Q1748558) (← links)
- Volatility and arbitrage (Q1751971) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- Convergence rates for rank-based models with applications to portfolio theory (Q1955832) (← links)
- Instability and concentration in the distribution of wealth (Q1994584) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Leakage of rank-dependent functionally generated trading strategies (Q2022938) (← links)
- Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces (Q2042641) (← links)
- Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws (Q2108887) (← links)
- Random concave functions (Q2134284) (← links)
- Domains of attraction of invariant distributions of the infinite atlas model (Q2139109) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Beating the market? A mathematical puzzle for market efficiency (Q2145700) (← links)
- Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments (Q2179438) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- Multiplicative Schrödinger problem and the Dirichlet transport (Q2200506) (← links)
