Wealth and price distribution by diffusive approximation in a repeated prediction market
type: Item
instance of: scholarly article
title: Wealth and price distribution by diffusive approximation in a repeated prediction market
zbMATH Open document ID: 1400.91189
author: Giulio Bottazzi
author: Daniele Giachini
published in: Physica A
publication date: 2018-11-13T00:00:00Z
full work available at URL: http://hdl.handle.net/11382/514484
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 6978992
zbMATH Keywords: prediction market
zbMATH Keywords: repeated betting
zbMATH Keywords: diffusive approximation
zbMATH Keywords: Fokker-Planck equation
MaRDI profile type: Publication
OpenAlex ID: W2405912057
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cites work: Q3058435
cites work: The Fokker-Planck equation. Methods of solution and applications
DOI: 10.1016/J.PHYSA.2016.12.012
description: scientific article; zbMATH DE number 6978992