scientific article; zbMATH DE number 6318810

DOI10.1214/12-SSY066zbMath1296.91244MaRDI QIDQ5168860

Alain Bélanger, Gaston Giroux

Publication date: 21 July 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ordinary differential equationsmarket equilibriumcontinuous-time Markov chainslarge interacting sets

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Financial applications of other theories (91G80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Portfolio theory (91G10)

Related Items (1)

Existence and uniqueness of a steady state for an OTC market with several assets

Cites Work

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• Law of Large Numbers for Dynamic Bargaining Markets
• An elementary proof of the central limit theorem

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