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The aim of this work is to present a phenomenological constitutive flow model for polar ice derived from so-called mesoscopic considerations and its consistent implementation into an appropriate finit...
Numerical simulation of a diffusion type evolutionary stock market model
Behavioral Finance Evolutionary Finance Wealth dynamics
2010/9/14
We adapt the evolutionary stock market model from Evstigneev, Hens, Schenk-Hopp´e (2006) to a continuous time framework, where uncer-tainty in dividends is produced by a single Wiener process. T...