Rogue traders

DOI10.1007/S00780-023-00507-ZzbMATH Open1520.91386OpenAlexW4381250983WikidataQ126100679 ScholiaQ126100679MaRDI QIDQ6166332FDOQ6166332

Authors: Huayuan Dong, Paolo Guasoni, Eberhard Mayerhofer 

Publication date: 6 July 2023

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-023-00507-z

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zbMATH Keywords

stochastic differential gamesoperational riskinternal fraudrogue trading

Mathematics Subject Classification ID

Financial markets (91G15) Stochastic games, stochastic differential games (91A15)

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Cited In (1)

• Title not available (Why is that?)

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