108 citations · 526 across the 14 of their papers we have counts for
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q-fin.PR2009
Gauge Invariance, Geometry and Arbitrage
Samuel E. Vazquez, Simone Farinelli
In this work, we identify the most general measure of arbitrage for any market model governed by Itô processes. We show that our arbitrage measure is invariant under changes of num…
q-fin.TR2009
Perturbation theory in a pure exchange non-equilibrium economy
Samuel E. Vazquez, Simone Severini
We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the…
q-fin.TR2009★ 2 cited
Scale Invariance, Bounded Rationality and Non-Equilibrium Economics
Samuel E. Vazquez
We study a class of heterogeneous agent-based models which are based on a basic set of principles, and the most fundamental operations of an economic system: trade and product tran…