European University Institute

output

20052010

f^{q}

-martingale measures for exponential Lévy processes

68 citations

researchers with a paper here

collaborating institutions

3 papers

physics.soc-ph2010★ 38 cited

Threshold learning dynamics in social networks

J. C. González-Avella, V. M. Eguíluz, M. Marsili +2

Social learning is defined as the ability of a population to aggregate information, a process which must crucially depend on the mechanisms of social interaction. Consumers choosin…

math.PR2007★ 68 cited

Minimal $f^{q}$ -martingale measures for exponential Lévy processes

Monique Jeanblanc, Susanne Klöppel, Yoshio Miyahara

Let $L$ be a multidimensional Lévy process under $P$ in its own filtration. The $f^{q}$ -minimal martingale measure $Q_{q}$ is defined as that equivalent local martingale measure for $\…

physics.soc-ph2005★ 15 cited

Emergence and resilience of social networks: a general theoretical framework

George C. M. A. Ehrhardt, Matteo Marsili, Fernando Vega-Redondo

We introduce and study a general model of social network formation and evolution based on the concept of preferential link formation between similar nodes and increased similarity…

Threshold learning dynamics in social networks

Minimal fq-martingale measures for exponential Lévy processes

Emergence and resilience of social networks: a general theoretical framework

Minimal $f^{q}$ -martingale measures for exponential Lévy processes