Strategic behavior in financial markets

DOI10.1016/j.jmateco.2009.09.004zbMath1200.91307MaRDI QIDQ2267523

Yakar Kannai, Joachim Rosenmüller

Publication date: 1 March 2010

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://pub.uni-bielefeld.de/record/1878875

zbMATH Keywords

Nash equilibria; interest rates; bankruptcy; strategic market games

Mathematics Subject Classification ID

91A10: Noncooperative games

91A80: Applications of game theory

91B24: Microeconomic theory (price theory and economic markets)

91G80: Financial applications of other theories

91B54: Special types of economic markets (including Cournot, Bertrand)

Related Items

On the strategic behavior of large investors: a mean-variance portfolio approach, Endogenizing the provision of money: costs of commodity and fiat monies in relation to the value of trade

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