The following pages link to Atlas models of equity markets (Q2496492):
Displaying 50 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
- Local versus nonlocal barycentric interactions in 1D agent dynamics (Q395734) (← links)
- Large systems of diffusions interacting through their ranks (Q424497) (← links)
- A second-order stock market model (Q470674) (← links)
- On a class of diverse market models (Q470733) (← links)
- Hybrid Atlas models (Q535207) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
- A combinatorial analysis of interacting diffusions (Q662878) (← links)
- Relative arbitrage in volatility-stabilized markets (Q665537) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- Kinetic models for topological nearest-neighbor interactions (Q683318) (← links)
- Local times of ranked continuous semimartingales (Q939396) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- Equilibrium large deviations for mean-field systems with translation invariance (Q1617149) (← links)
- Optimal surviving strategy for drifted Brownian motions with absorption (Q1647737) (← links)
- On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
- Infinite systems of competing Brownian particles (Q1700414) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- Stationary distributions of the Atlas model (Q1748558) (← links)
- Concentration for multidimensional diffusions and their boundary local times (Q1930863) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- Convergence rates for rank-based models with applications to portfolio theory (Q1955832) (← links)
- Strong solutions of stochastic equations with rank-based coefficients (Q1955833) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Leakage of rank-dependent functionally generated trading strategies (Q2022938) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws (Q2108887) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Beating the market? A mathematical puzzle for market efficiency (Q2145700) (← links)
- Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments (Q2179438) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369) (← links)
- Dynamics of observables in rank-based models and performance of functionally generated portfolios (Q2286454) (← links)
- Large rank-based models with common noise (Q2322620) (← links)
- Pathwise differentiability of reflected diffusions in convex polyhedral domains (Q2337831) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- One-dimensional Brownian particle systems with rank-dependent drifts (Q2378629) (← links)
- A phase transition behavior for Brownian motions interacting through their ranks (Q2380764) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← 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)
- Modeling flocks and prices: jumping particles with an attractive interaction (Q2451105) (← links)
- Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556) (← links)
- A note on transportation cost inequalities for diffusions with reflections (Q2631816) (← links)
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions (Q2657931) (← links)
