تقرير
Exponential wealth distribution in a random market. A rigorous explanation
العنوان: | Exponential wealth distribution in a random market. A rigorous explanation |
---|---|
المؤلفون: | Lopez, Jose-Luis, Lopez-Ruiz, Ricardo, Calbet, Xavier |
سنة النشر: | 2011 |
المجموعة: | Computer Science Nonlinear Sciences Quantitative Finance |
مصطلحات موضوعية: | Quantitative Finance - General Finance, Computer Science - Multiagent Systems, Nonlinear Sciences - Adaptation and Self-Organizing Systems |
الوصف: | In simulations of some economic gas-like models, the asymptotic regime shows an exponential wealth distribution, independently of the initial wealth distribution given to the system. The appearance of this statistical equilibrium for this type of gas-like models is explained in a rigorous analytical way. Comment: 9 pages, 4 figures |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/1103.5703 |
رقم الأكسشن: | edsarx.1103.5703 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |