Conic trading in a Markovian steady state
Dilip B. Madan, Martijn Pistorius and Wim Schoutens
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Madan, Dilip B. ; Pistorius, Martijn ; Schoutens, Wim |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 2, p. 1-22
|
| Subject: | Probability distortion | contraction mapping | fixed points | quantization | Theorie | Theory | Markov-Kette | Markov chain | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024917500108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686840