From discrete to continuous time evolutionary finance models
DOI10.1016/j.jedc.2009.12.005zbMath1214.91150OpenAlexW3123392623WikidataQ57949609 ScholiaQ57949609MaRDI QIDQ964562
Klaus Reiner Schenk-Hoppé, Jan Palczewski
Publication date: 22 April 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/79163/1/Discrete2Cont.pdf
continuous-time limitendogenous priceevolutionary financeself-financing strategywealth dynamicsmarket interaction
Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26) Heterogeneous agent models (91B69)
Related Items (3)
Cites Work
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