Equilibrium and stability of a stock market game with big traders

DOI10.1007/s12591-009-0021-yzbMath1202.91030OpenAlexW2153920875MaRDI QIDQ609413

Diganta Mukherjee, Mrinal K. Ghosh, Gopal Krishna Basak

Publication date: 30 November 2010

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-009-0021-y

zbMATH Keywords

stabilityNash equilibriumstochastic differential gamefinancial market

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Financial applications of other theories (91G80) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

Influence of big traders on the stock market: theory and simulation

Cites Work

• Stability in distribution for a class of singular diffusions
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