Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading

DOI10.1007/s11424-018-6266-1zbMath1405.91231OpenAlexW2886695981WikidataQ129406676 ScholiaQ129406676MaRDI QIDQ1757684

Yong-Hui Zhou, Fu-Zhou Gong

Publication date: 15 January 2019

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-018-6266-1

zbMATH Keywords

insider tradingrisk-seekingcontinuous versionsequential fair Stackelberg equilibria

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items

Insider trading with memory under random deadline, Concentrated trading and the survival of overconfident traders, Insider trading with a random deadline under partial observations: maximal principle method, Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Cites Work

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