On the strategic origin of Brownian motion in finance

DOI10.1007/S001820200120zbMath1082.91030OpenAlexW3122142489MaRDI QIDQ1414452

Hadiza Moussa Saley, Bernard De Meyer

Publication date: 23 November 2003

Published in: International Journal of Game Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001820200120

zbMATH Keywords

Brownian motioninsider tradinggame of incomplete information

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Brownian motion (60J65) Other game-theoretic models (91A40) Auctions, bargaining, bidding and selling, and other market models (91B26) Multistage and repeated games (91A20) Actuarial science and mathematical finance (91Gxx)

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