On a class of diverse market models (Q470733): Difference between revisions

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+W2047426965
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+.5941
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+A forecasting model for stock market diversity
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+Short-term relative arbitrage in volatility-stabilized markets
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+Atlas models of equity markets
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+A phase transition behavior for Brownian motions interacting through their ranks
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+Stochastic Calculus
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+Q4531968
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+Two Brownian particles with rank-based characteristics and skew-elastic collisions
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+Relative arbitrage in volatility-stabilized markets
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+Stochastic Portfolio Theory: an Overview
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+Diversity and relative arbitrage in equity markets
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+Mean stochastic comparison of diffusions
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+Strong solutions of stochastic equations with rank-based coefficients
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+Hybrid Atlas models
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+Q3992729
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+Systems of Brownian particles with asymmetric collisions
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+Q4002114
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+Balance, growth and diversity of financial markets
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+Arbitrage opportunities in diverse markets via a non-equivalent measure change
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+Analysis of market weights under volatility-stabilized market models
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+One-dimensional Brownian particle systems with rank-dependent drifts
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+Competing particle systems evolving by interacting Lévy processes
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+Large volatility-stabilized markets
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+Diversity and arbitrage in a regulatory breakup model
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