A stochastic differential game of institutional investor speculation.

zbMATH Open1042.91532MaRDI QIDQ1807680FDOQ1807680

Authors: David W. K. Yeung 

Publication date: 1999

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential gamesfeedback strategiesequity marketinstitutional investors speculation

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Cited In (6)

• Subgame consistent cooperative solutions in stochastic differential games
• Title not available (Why is that?)
• An overlapping generations stochastic differential game
• Infinite-horizon stochastic differential games with branching payoffs.
• Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model
• Dynamic games in management science with interest rate uncertainty

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