Narrow search
Showing 1 - 10 of 13,236
Cover Image
Partial differential equations in economics and finance
Basov, Suran - 2007
Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606
Cover Image
Firm dynamics simulation using game-theoretic stochastic agents
Ikeda, Yuichi; Kubo, Osamu; Kobayashi, Yasuhiro - In: The complex networks of economic interactions : essays …, (pp. 153-162). 2005
Persistent link: https://www.econbiz.de/10003254042
Cover Image
Why the con hasn't been taken out of econometrics
Zelder, Martin - In: Eastern economic journal 34 (2008) 1, pp. 115-125
Persistent link: https://www.econbiz.de/10003655188
Cover Image
A Stackelberg game of backward stochastic differential equations with applications
Zheng, Yueyang; Shi, Jingtao - In: Dynamic games and applications : DGA 10 (2020) 4, pp. 968-992
Persistent link: https://www.econbiz.de/10012628843
Cover Image
Risk-sensitive mean field games via the stochastic maximum principle
Moon, Jun; Başar, Tamer - In: Dynamic games and applications : DGA 9 (2019) 4, pp. 1100-1125
Persistent link: https://www.econbiz.de/10012226193
Cover Image
Mean-field type games between two players driven by backward stochastic differential equations
Aurell, Alexander - In: Games 9 (2018) 4/88, pp. 1-26
In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum, non-cooperating, differential games where the players’ state dynamics solve backward stochastic differential equations (BSDE) that depend on...
Persistent link: https://www.econbiz.de/10012014876
Cover Image
On a new paradigm of optimal reinsurance : a stochastic stackelberg differential game between an insurer and a reinsurer
Lv, Chen; Shen, Yang - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 905-960
Persistent link: https://www.econbiz.de/10011875926
Cover Image
Doubly reflected BSDEs and epsilon f-Dynkin games : beyond the right-continuous case
Grigorova, Miryana; Imkeller, Peter; Quenez, Marie-Claire; … - 2018
We formulate a notion of doubly reflected BSDE in the case where the barriers xi and zeta do not satisfy any regularity assumption. Under a technical assumption (a Mokobodzki-type condition), we show existence and uniqueness of the solution. In the case where xi is right upper-semicontinuous and...
Persistent link: https://www.econbiz.de/10011892215
Cover Image
Stability, fairness and random walks in the bargaining problem
Kapeller, Jakob; Steinerberger, Stefan - 2017
We study the classical bargaining problem and its two canonical solutions, (Nash and Kalai-Smorodinsky), from a novel point of view: we ask for stability of the solution if both players are able distort the underlying bargaining process by reference to a third party (e.g. a court). By exploring...
Persistent link: https://www.econbiz.de/10011781098
Cover Image
Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
Hamadène, Said; Mu, Rui - In: Dynamic games and applications : DGA 11 (2021) 1, pp. 84-108
Persistent link: https://www.econbiz.de/10012487911