On simulation of optimal strategies and Nash equilibrium in the financial market context
type: Item
instance of: scholarly article
title: On simulation of optimal strategies and Nash equilibrium in the financial market context
zbMATH Open document ID: 1205.91176
author: Jonas Mockus
published in: Journal of Global Optimization
publication date: 2010-10-06T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91A80
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5796463
zbMATH Keywords: optimization
zbMATH Keywords: Nash equilibrium
zbMATH Keywords: stock exchange
zbMATH Keywords: time series
zbMATH Keywords: Wiener model
MaRDI profile type: Publication
full work available at URL: s10898-009-9513-0
OpenAlex ID: W2026387622
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DOI: 10.1007/S10898-009-9513-0
description: scientific article; zbMATH DE number 5796463