Nash equilibria for game contingent claims with utility-based hedging (Q4553299)
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scientific article; zbMATH DE number 6970811
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| English | Nash equilibria for game contingent claims with utility-based hedging |
scientific article; zbMATH DE number 6970811 |
Statements
Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (English)
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2 November 2018
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game contingent claims
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incomplete markets
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exponential utility indifference valuation
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non-zero-sum Dynkin games
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Nash equilibria
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optimal stopping under nonlinear expectation
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0.8311450481414795
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0.8214799761772156
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0.7924120426177979
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0.7858279943466187
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