Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems (Q341595)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems |
scientific article; zbMATH DE number 6653629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems |
scientific article; zbMATH DE number 6653629 |
Statements
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems (English)
0 references
16 November 2016
0 references
Kyle model
0 references
risk averse market makers
0 references
Markovian Nash equilibrium
0 references
Bertrand competition
0 references
forward-backward stochastic differential equations
0 references
partial differential equations
0 references
Markov bridges
0 references
