Runs, panics and bubbles: Diamond-Dybvig and Morris-Shin reconsidered

DOI10.1007/s10436-013-0231-8zbMath1335.91020MaRDI QIDQ481383

Yong-Cai Geng, Sumit K. Garg

Publication date: 12 December 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-013-0231-8

zbMATH Keywords

sensitivity analysis; replicator dynamics; noncooperative games; evolutionary games; dynamic investment model

Mathematics Subject Classification ID

91A10: Noncooperative games

91A80: Applications of game theory

91A18: Games in extensive form

91B64: Macroeconomic theory (monetary models, models of taxation)

91A20: Multistage and repeated games

91A22: Evolutionary games

91G99: Actuarial science and mathematical finance