Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems (Q341595)
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scientific article; zbMATH DE number 6653629
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| English | Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems |
scientific article; zbMATH DE number 6653629 |
Statements
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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0.7719860076904297
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0.7645376324653625
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0.762397825717926
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0.7595359086990356
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0.756162703037262
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