Rogue traders

DOI10.1007/S00780-023-00507-ZzbMath1520.91386OpenAlexW4381250983WikidataQ126100679 ScholiaQ126100679MaRDI QIDQ6166332

Paolo Guasoni, Huayuan Dong, Eberhard Mayerhofer

Publication date: 6 July 2023

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-023-00507-z

zbMATH Keywords

stochastic differential gamesoperational riskinternal fraudrogue trading

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Financial markets (91G15)

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