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A financial market with interacting investors: does an equilibrium exist? - MaRDI portal

A financial market with interacting investors: does an equilibrium exist? (Q1932546)

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scientific article; zbMATH DE number 6127189
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English
A financial market with interacting investors: does an equilibrium exist?
scientific article; zbMATH DE number 6127189

    Statements

    A financial market with interacting investors: does an equilibrium exist? (English)
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    20 January 2013
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    relative performance
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    interacting investors
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    approximated equilibrium
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    multidimensional BSDE
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    quadratic generator
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    G11
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    C62
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