Matteo Ortisi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
From minority game to Black \& Scholes pricing
Applied Mathematical Finance
2018-09-05Paper
Polynomial-Rate Convergence to the Stationary State for the Continuum-Time Limit of the Minority Game
Journal of Applied Probability
2008-08-05Paper
Long Time Behavior of a System of Stochastic Differential Equations Modelling Aggregation
Math Everywhere
2008-01-04Paper
A Law of Large Numbers for an Interacting Particle System with Confining Potential2007-01-03Paper


Research outcomes over time


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