Rogue traders

DOI10.1007/S00780-023-00507-ZMaRDI QIDQ6166332zbMATHOpenAlexWikidataFDO

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

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)

• scientific article; zbMATH DE number 1405887 (Why is no real title available?)

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