Diverse market models of competing Brownian particles with splits and mergers (Q303944): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: A forecasting model for stock market diversity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Atlas models of equity markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local times of ranked continuous semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness for diffusions with piecewise constant coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A phase transition behavior for Brownian motions interacting through their ranks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations techniques and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4531968 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two Brownian particles with rank-based characteristics and skew-elastic collisions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A second-order stock market model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relative arbitrage in volatility-stabilized markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Portfolio Theory: an Overview / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diversity and relative arbitrage in equity markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On collisions of Brownian particles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong solutions of stochastic equations with rank-based coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence rates for rank-based models with applications to portfolio theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid Atlas models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Systems of Brownian particles with asymmetric collisions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Balance, growth and diversity of financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous exponential martingales and BMO / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage opportunities in diverse markets via a non-equivalent measure change / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-dimensional Brownian particle systems with rank-dependent drifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration of measure for Brownian particle systems interacting through their ranks / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Systematic Approach to Constructing Market Models with Arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a class of diverse market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Triple and simultaneous collisions of competing Brownian particles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Competing particle systems evolving by interacting Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diversity and arbitrage in a regulatory breakup model / rank
 
Normal rank

Revision as of 10:51, 12 July 2024

scientific article
Language Label Description Also known as
English
Diverse market models of competing Brownian particles with splits and mergers
scientific article

    Statements

    Diverse market models of competing Brownian particles with splits and mergers (English)
    0 references
    0 references
    0 references
    23 August 2016
    0 references
    competing Brownian particles
    0 references
    diverse market models
    0 references
    splits
    0 references
    mergers
    0 references
    arbitrage opportunity
    0 references
    portfolio
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references