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Nash equilibria for relative investors via no-arbitrage arguments - MaRDI portal

Nash equilibria for relative investors via no-arbitrage arguments

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Publication:6382087

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DOI10.1007/S00186-022-00804-XzbMath1512.91116arXiv2111.02310MaRDI QIDQ6382087

Nicole Bäuerle, Tamara Göll

Publication date: 3 November 2021

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10) Mean field games (aspects of game theory) (91A16) Financial markets (91G15)

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