A game theory analysis of options. Contributions to the theory of financial intermediation in continuous time

zbMath0957.91049MaRDI QIDQ1819261

Alexandre Ziegler

Publication date: 10 January 2000

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

uncertaintycontinuous timestrategic interactionoption pricing theoryfinanzial intermediation

Mathematics Subject Classification ID

Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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