Pages that link to "Item:Q303944"
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The following pages link to Diverse market models of competing Brownian particles with splits and mergers (Q303944):
Displaying 10 items.
- Diversity-weighted portfolios with negative parameter (Q902178) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
- Quantifying dimensional change in stochastic portfolio theory (Q6641079) (← links)
