Mignanego, Fausto; Modesti, Paola - In: International Journal of Applied Management Science 6 (2014) 1, pp. 84-97
There is a wide literature about the behaviour of agents in a stock-market in the presence of imitation phenomena. Some issues may be treated in a game-theory context. In particular, we consider a micro-model of stock-market speculator and formalise it in a Stackelberg game. The problem consists...