A financial market with interacting investors: does an equilibrium exist?
type: Item
instance of: scholarly article
title: A financial market with interacting investors: does an equilibrium exist?
zbMATH Open document ID: 1255.91447
author: Christoph Frei
author: Gonçalo dos Reis
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B52
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91B60
zbMATH DE Number: 6127189
zbMATH Keywords: relative performance
zbMATH Keywords: interacting investors
zbMATH Keywords: approximated equilibrium
zbMATH Keywords: multidimensional BSDE
zbMATH Keywords: quadratic generator
zbMATH Keywords: G11
zbMATH Keywords: C62
MaRDI profile type: Publication
full work available at URL: s11579-011-0039-0
OpenAlex ID: W2146284189
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DOI: 10.1007/S11579-011-0039-0
description: scientific article; zbMATH DE number 6127189