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 |
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