Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems (Q341595)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems |
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Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems (English)
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16 November 2016
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Kyle model
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risk averse market makers
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Markovian Nash equilibrium
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Bertrand competition
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forward-backward stochastic differential equations
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partial differential equations
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Markov bridges
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