OpenAlex
Markovian Nash equilibrium in financial markets with asymmetric information and related forward–backward systems
Work
Year: 2016
Type: article
Abstract: This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk n... more
Cites: 40
Cited by: 16
Related to: 10
FWCI: 6.226
Citation percentile (by year/subfield): 92.73
Open Access status: hybrid