Wealth and price distribution by diffusive approximation in a repeated prediction market
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Publication:1620474
DOI10.1016/j.physa.2016.12.012zbMath1400.91189OpenAlexW2405912057MaRDI QIDQ1620474
Giulio Bottazzi, Daniele Giachini
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11382/514484
Microeconomic theory (price theory and economic markets) (91B24) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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