  We derive the joint density of market weights, at fixed times and suitable
stopping times, of the volatility-stabilized market models introduced by
Fernholz and Karatzas in [Ann. Finan. 1 (2005) 149-177]. The argument rests on
computing the exit density of a collection of independent Bessel-square
processes of possibly different dimensions from the unit simplex. We show that
the law of the market weights is the same as that of the multi-allele
Wright-Fisher diffusion model, well known in population genetics. Thus, as a
side result, we furnish a novel proof of the transition density function of the
Wright-Fisher model which was originally derived by Griffiths by bi-orthogonal
series expansion.
