Risk-neutral equilibria of noncooperative games

DOI10.1007/S11238-013-9413-0MaRDI QIDQ2353570zbMATH OpenOpenAlexFDO

Authors Robert Nau

Publication date 15 July 2015

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-013-9413-0

zbMATH Keywords

arbitrageasset pricingcoherent previsionscorrelated equilibriumlower and upper probabilitiesmatching penniesNash equilibriumrisk-neutral probabilitiessubjective probabilities

Mathematics Subject Classification ID

Noncooperative games (91A10)

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Cites work

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• Utility Theory without the Completeness Axiom

Cited in

(5)

• A class of risk-sensitive noncooperative games
• \(\mu\)-\(\sigma\) games
• Geometric pricing of games
• SOLUTION UNIQUENESS IN A CLASS OF CURRENCY CRISIS GAMES
• Bounded arbitrage and nearly rational behavior

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