A securities selling game

DOI10.1007/S10598-019-09455-WzbMATH Open1431.91077OpenAlexW2969287252MaRDI QIDQ2290983

V. V. Morozov

Publication date: 29 January 2020

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://link.springer.com/content/pdf/10.1007/s10598-019-09455-w.pdf

zbMATH Keywords

competitive ratiozero-sum gamefinancial marketSavage's regret criterion

Mathematics Subject Classification ID

Applications of game theory (91A80) Derivative securities (option pricing, hedging, etc.) (91G20) Multistage and repeated games (91A20)

Cites Work

• New Algorithms for Bin Packing
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Related Items (1)

Simple games of market manipulation

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