Capital Growth and Survival Strategies in a Market with Endogenous Prices
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Publication:6169624
DOI10.1137/21m1394370zbMath1520.91397arXiv2101.09777OpenAlexW3130721605MaRDI QIDQ6169624
Publication date: 15 August 2023
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.09777
martingale convergenceevolutionary financeendogenous pricescapital growthsurvival strategiesrelative growth optimal strategies
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