Bagarello, F.; Haven, E. - In: Physica A: Statistical Mechanics and its Applications 404 (2014) C, pp. 224-233
In a very simple stock market, made by only two initially equivalent traders, we discuss how the information can affect the performance of the traders. More in detail, we first consider how the portfolios of the traders evolve in time when the market is closed. After that, we discuss two models...