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This collection includes:

  • Shaikh, A. (n.d.). Two models for relative income: CIR model, multitype product, and Yakovenko process [Handwritten equations on folder cover]. Personal research files.
  • Shaikh, A. (2017, January 31). A partial solution to the problem of the probability distribution of profits and wages [Unpublished working paper with extensive handwritten annotations on sign-switching, mean-repelling behavior, and beta variants]. New School for Social Research.
  • Shaikh, A. (2017, January 31). Fokker–Planck equation, Laplace and exponential distributions: Continuation of partial solution [Annotated working paper, page 2]. New School for Social Research.
  • Shaikh, A. (n.d.). CIR model, multitype product income, and Yakovenko process: Working notes on relative income dynamics [Handwritten working notes referencing Glasserman, P. (2004). Monte Carlo methods in financial engineering. Springer; and Øksendal, B. (2007). Stochastic differential equations and applications (2nd ed.). Springer]. Personal research files.
  • Shaikh, A. (n.d.). CIR model: Drift and diffusion functions, gamma distribution derivation, and exponential limiting case [Printed and annotated working notes referencing Klad, K. (n.d.). Maximum likelihood estimation of the Cox–Ingersoll–Ross process: The MATLAB implementation. Unpublished manuscript; and Wikipedia contributors. (n.d.). Cox–Ingersoll–Ross model. Wikimedia Foundation]. Personal research files.
  • Shaikh, A. (2018, September 13). Discussion with Juan: Wage distribution, property income distribution, CIR model, and energy conservation [Handwritten seminar and discussion notes referencing Yakovenko, V. M., & Drăgulescu, A. A. (n.d.). Binary interactions; Isla-Castro, M., Castillo, M., et al. (n.d.). Diffusion with positivity constraint (p. 4); Mao, X.-P. (2007). Stochastic differential equations and applications (2nd ed.). Woodhead Publishing; and Brennan, M. J., & Schwartz, E. S. (1980). Analyzing convertible bonds. Journal of Financial and Quantitative Analysis, 15(4), 907–929]. Personal research files.
  • Shaikh, A. (2018, September 13). Mean reversion and energy conservation: CIR model variants and additive error models [Handwritten working notes]. Personal research files.
  • Shaikh, A. (n.d.). Diffusion function analysis: Square-root wage model and boundary behavior [Handwritten working notes with diagram]. Personal research files.

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