From discrete to continuous time evolutionary finance models
DOI10.1016/J.JEDC.2009.12.005zbMATH Open1214.91150OpenAlexW3123392623WikidataQ57949609 ScholiaQ57949609MaRDI QIDQ964562FDOQ964562
Authors: Jan Palczewski, Klaus R. Schenk-Hoppé 
Publication date: 22 April 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/79163/1/Discrete2Cont.pdf
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Cites Work
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- Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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- A Stochastic Version of Zeeman's Market Model
- Time variation of second moments from a noise trader/infection model
- More hedging instruments may destabilize markets
- Asset price and wealth dynamics in a financial market with heterogeneous agents
- Market selection of constant proportions investment strategies in continuous time
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL
Cited In (6)
- Title not available (Why is that?)
- Market selection of constant proportions investment strategies in continuous time
- Survival investment strategies in a continuous-time market model with competition
- A continuous-time asset market game with short-lived assets
- Numerical simulation of a diffusion type evolutionary stock market model
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL
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