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Metastability in stochastic replicator dynamics
Avrachenkov, Konstantin; Borkar, Vivek S. - In: Dynamic games and applications : DGA 9 (2019) 2, pp. 366-390
Persistent link: https://www.econbiz.de/10012225431
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Stochastic overlapping generations model with incomplete financial markets
Schmachtenberg, Rolf - 1988
Persistent link: https://www.econbiz.de/10000108737
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Trade policy, asset markets and the role of tariff structure for time consistency
Barari, Mahua - In: The journal of economics 24 (1998) 1, pp. 85-105
Persistent link: https://www.econbiz.de/10001249340
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Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann - 1999
Persistent link: https://www.econbiz.de/10001362446
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561
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Asymmetric information in a financial market with jumps
Grorud, Axel - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 641-659
Persistent link: https://www.econbiz.de/10001526854
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Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn - In: Kreditrisikomanagement : Portfoliomodelle und Derivate, (pp. 107-148). 2000
Persistent link: https://www.econbiz.de/10001491336
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Financial econometrics : methods and models
Wang, Peijie - 2003 - 1. publ.
Persistent link: https://www.econbiz.de/10001591634
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Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions
Lettau, Martin; Gong, Gang; Semmler, Willi - In: Journal of economic behavior & organization : JEBO 44 (2001) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001531911