Bahsoun, W.; Evstigneev, I.; Xu, L. - In: Computational Statistics 73 (2011) 2, pp. 235-250
We consider a stochastic model of a financial market with long-lived dividend-paying assets and endogenous asset prices. The model was initially developed and analyzed in the context of evolutionary finance, with the main focus on questions of “survival and extinction” of investment...