A Minimal Dissipation Type-Based Classification in Irreversible Thermodynamics and Microeconomics
Download full text from publisher
References listed on IDEAS
- Rama Cont & Jose da Fonseca, 2002. "Dynamics of implied volatility surfaces," Quantitative Finance, Taylor & Francis Journals, vol. 2(1), pages 45-60.
- Eckhard Platen, 2001. "Arbitrage in Continuous Complete Markets," Research Paper Series 72, Quantitative Finance Research Centre, University of Technology, Sydney.
- Eckhard Platen, 2003. "Diversified Portfolios in a Benchmark Framework," Research Paper Series 87, Quantitative Finance Research Centre, University of Technology, Sydney.
- Long, John Jr., 1990. "The numeraire portfolio," Journal of Financial Economics, Elsevier, vol. 26(1), pages 29-69, July.
- Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-887, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Li, Jun & Chen, Lingen & Sun, Fengrui, 2007. "Optimal configuration of a class of endoreversible heat-engines for maximum power-output with linear phenomenological heat-transfer law," Applied Energy, Elsevier, vol. 84(9), pages 944-957, September.
- Anatoly M. Tsirlin & Vladimir Kazakov, 2006. "Optimal Processes in Irreversible Microeconomics," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 4(2), pages 102-123.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-02 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:uts:rpaper:104. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Duncan Ford). General contact details of provider: http://edirc.repec.org/data/qfutsau.html .
We have no references for this item. You can help adding them by using this form .