Introduction to the special issue: Stochastic financial economics, Volume 1

DOI10.1007/s11579-012-0059-4zbMath1275.91117OpenAlexW4248180185MaRDI QIDQ1938963

Klaus Reiner Schenk-Hoppé, Sjur Didrik Flåm

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-012-0059-4

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites Work

• Evolutionary finance and dynamic games
• Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
• Loss aversion with multiple investment goals
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

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