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

DOI10.1007/s13235-011-0011-xzbMath1252.91084OpenAlexW2026154241MaRDI QIDQ692088

Mrinal K. Ghosh, Diganta Mukherjee, Gopal Krishna Basak

Publication date: 4 December 2012

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-011-0011-x

zbMATH Keywords

Nash equilibriumstochastic differential gamefinancial marketstability of stock market

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Microeconomic theory (price theory and economic markets) (91B24) Stochastic games, stochastic differential games (91A15) Actuarial science and mathematical finance (91G99)

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