The following pages link to A second-order stock market model (Q470674):
Displaying 14 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Infinite systems of competing Brownian particles (Q1700414) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- Leakage of rank-dependent functionally generated trading strategies (Q2022938) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← 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)
- Zipf’s law for atlas models (Q5139930) (← links)
