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CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128)

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CONIC TRADING IN A MARKOVIAN STEADY STATE
scientific article

    Statements

    title
    CONIC TRADING IN A MARKOVIAN STEADY STATE (English)
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    author
    Dilip B. Madan
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    Martijn R. Pistorius
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    Wim Schoutens
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    publication date
    13 April 2017
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    zbMATH Keywords
    probability distortion
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    contraction mapping
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    fixed points
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    Markovian systems
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    concave valuation operators
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J20
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    28A12
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    60H30
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    zbMATH DE Number
    6705617
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    OpenAlex ID
    W3122946145
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