Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Ndouné, Ndouné"'
We study a generalization of the model of a dark market due to Duffie-G\^arleanu- Pedersen [6]. Our market is segmented and involves multiple assets. We show that this market has a unique asymptotically stable equilibrium. In order to establish this
Externí odkaz:
http://arxiv.org/abs/1806.01924
The extended Wild sums considered in this article generalize the classi- cal Wild sums of statistical physics. We first show how to obtain explicit solutions for the evolution equation of a large system where the interactions are given by a single, b
Externí odkaz:
http://arxiv.org/abs/1503.03006
Autor:
Belanger, Alain, Ndoune, Ndoune
We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show the existen
Externí odkaz:
http://arxiv.org/abs/1411.7991
Autor:
Ndouné, Ndouné
We introduce a handy construction of cluster algebras of type $\mathbb{A}_{\infty}$, we give a complete classification of the cluster algebras arising from the infinity-gon, and finally we construct the category of the diagonals of the infinity-gon a
Externí odkaz:
http://arxiv.org/abs/1306.6120
Autor:
Ndoune, Ndoune
We construct a special embedding of the translation quiver $\mathbb{Z}Q$ in the three-dimensional affine space $\mathbb{R}^{3}$ where $Q$ is a finite connected acyclic quiver and $\mathbb{Z}Q$ contains a local slice whose quiver is isomorphic to the
Externí odkaz:
http://arxiv.org/abs/1306.6322
In this paper, we introduce the notion of representation of Bol algebra. We prove an analogue of the classical Engel's theorem and the ex- tension of Ado-Iwasawa theorem for Bol Algebras. We study the category of representations of Bol algebras and s
Externí odkaz:
http://arxiv.org/abs/0807.3315
Autor:
Alain Belanger, Ndouné Ndouné
Publikováno v:
Mathematics and Financial Economics. 10:495-503
We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show the existen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9d0d46d11899b6661e7cd426fd6a904
https://doi.org/10.1007/s11579-016-0167-7
https://doi.org/10.1007/s11579-016-0167-7
Autor:
Ndouné Ndouné, Paul Samuel Njiki Njiki
Publikováno v:
SSRN Electronic Journal.
We show that OTC markets model with several assets (with market makers or not) have a unique steady state. Our proof is based on Rhon’s version of Miranda’s theorem which is a generalization of the intermediate value theorem. In addition, we prov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50a3c2f5d356c3a55bf61f338bbcfcb4
https://doi.org/10.2139/ssrn.2858448
https://doi.org/10.2139/ssrn.2858448
Autor:
Bélanger, Alain, Ndouné, Ndouné
Publikováno v:
Mathematics & Financial Economics; Sep2016, Vol. 10 Issue 4, p495-503, 9p
Autor:
Ndouné, Ndouné
Dans cette thèse nous donnons une classification des algèbres amassées provenant de l'infini-gone et établissons une relation entre ces algèbres et celles associées aux carquois de type A [indice inférieur infini]. Nous présentons une nouvell
Externí odkaz:
http://hdl.handle.net/11143/5369