Gambling in contests modelled with diffusions
| Year of publication: |
2015
|
|---|---|
| Authors: | Feng, Han ; Hobson, David |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 38.2015, 1, p. 21-37
|
| Publisher: |
Springer |
| Subject: | Seel–Strack contest | Nash equilibrium | Randomized strategies | Lagrangian method | Diffusions | Skorokhod embedding problem |
-
Gambling in contests modelled with diffusions
Feng, Han, (2015)
-
Robust pricing and hedging of double no-touch options
Cox, Alexander, (2011)
-
A Dubins type solution to the Skorokhod embedding problem
Baker, David M., (2012)
- More ...
-
Gambling in Contests with Random Initial Law
Hobson, David, (2014)
-
Gambling in contests with regret
Feng, Han, (2013)
-
Gambling in Contests with Random Initial Law
Feng, Han, (2014)
- More ...