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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 4: Taksar Memorial Issue
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Original Articles

Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk

I. V. Evstigneev The University of Manchester, Manchester, UKCorrespondence[email protected]
&
M. V. Zhitlukhin The University of Manchester, Manchester, UK; Steklov Mathematical Institute, Moscow, Russia
Pages 652-666 | Received 24 Feb 2013, Accepted 19 Mar 2013, Published online: 03 Jun 2013

Citations (7)

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Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé & Mikhail Zhitlukhin. (2021) Von Neumann–Gale model, market frictions and capital growth. Stochastics 93:2, pages 279-310.
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Articles from other publishers (6)

E. Babaei, I. V. Evstigneev & K. R. Schenk-Hoppé. (2021) A multidimensional Fatou lemma for conditional expectations. Positivity 25:4, pages 1543-1549.
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Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé & Mikhail Zhitlukhin. (2020) Von Neumann–Gale dynamics and capital growth in financial markets with frictions. Mathematics and Financial Economics 14:2, pages 283-305.
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Simon Michael Papalexiou & Francesco Serinaldi. (2020) Random Fields Simplified: Preserving Marginal Distributions, Correlations, and Intermittency, With Applications From Rainfall to Humidity. Water Resources Research 56:2.
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M. V. Zhitlukhin. (2020) Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market. Theory of Probability & Its Applications 64:4, pages 553-563.
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Михаил Валентинович Житлухин & Mikhail Valentinovich Zhitlukhin. (2019) О стимулирующих ценах в стохастической модели фон Неймана-Гейла для финансового рынкаOn supporting prices in a stochastic von Neumann-Gale model of a financial market. Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 64:4, pages 692-706.
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Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé & Mikhail Zhitlukhin. (2019) Von Neumann-Gale Model, Market Frictions, and Capital Growth. SSRN Electronic Journal.
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