Wealth and price distribution by diffusive approximation in a repeated prediction market

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Authors: Giulio Bottazzi, Daniele Giachini

Journal title: Physica A: Statistical Mechanics and its Applications

Journal number: 471

Journal publisher: Elsevier BV

Published year: 2017

Published pages: 473-479

DOI identifier: 10.1016/j.physa.2016.12.012

ISSN: 0378-4371