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A
Ponzi
scheme
exposed to volatile markets
Parodi, Bernhard R.
-
Volkswirtschaftliche Fakultät, …
-
2014
(t)$, where $W(t)$ is a Wiener process. As a paragon, we study a continuous-time model for a nine-parameter
Ponzi
scheme
with an …
Persistent link: https://www.econbiz.de/10011234833
Saved in:
2
Risk Management Lessons from Madoff Fraud
Clauss, Pierre
;
Roncalli, Thierry
;
Weisang, Guillaume
-
Volkswirtschaftliche Fakultät, …
-
2009
scandal is however of a dierent kind. Indeed, Madoff's rm is not a standard hedge fund but a developed
Ponzi
scheme
. By …
Persistent link: https://www.econbiz.de/10009493274
Saved in:
3
The mathematics of Ponzi schemes
Artzrouni, Marc
-
Volkswirtschaftliche Fakultät, …
-
2009
than it can deliver, also known as a
Ponzi
scheme
. The model is based on a promised, unrealistic interest rate; on the …
Persistent link: https://www.econbiz.de/10005619865
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