The following pages link to Atlas models of equity markets (Q2496492):
Displaying 25 items.
- Green's functions with oblique Neumann boundary conditions in the quadrant (Q2664522) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Large Deviations for Diffusions Interacting Through Their Ranks (Q2812290) (← links)
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Long time behaviour and mean-field limit of Atlas models (Q4606432) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Quadratic transportation inequalities for SDEs with measurable drift (Q4992940) (← links)
- Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645) (← links)
- A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Zipf’s law for atlas models (Q5139930) (← links)
- A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant (Q5216297) (← links)
- The inert drift atlas model (Q6038451) (← links)
- Robust asymptotic growth in stochastic portfolio theory under long‐only constraints (Q6054405) (← links)
- Ranking-based rich-get-richer processes (Q6138904) (← links)
- Dynamics of finite inhomogeneous particle systems with exclusion interaction (Q6140916) (← links)
- Generalized Rank Dirichlet distributions (Q6192366) (← links)
- Open markets and hybrid Jacobi processes (Q6591589) (← links)
- Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts (Q6617182) (← links)
- Reflected Brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties (Q6634803) (← links)
- High moments of the SHE in the clustering regimes (Q6639208) (← links)
- Long-time behavior of finite and infinite dimensional reflected Brownian motions (Q6645568) (← links)
- Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability (Q6670808) (← links)
