Robust non-zero-sum investment-consumption games under multivariate stochastic covariance models
Yumo Zhang, Huainian Zhu
| Year of publication: |
2025
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|---|---|
| Authors: | Zhang, Yumo ; Zhu, Huainian |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 100.2025, Art.-No. 101949, p. 1-28
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| Subject: | Backward stochastic differential equation | Nash equilibrium | Robust investment–consumption strategies | Stochastic covariance model | Stochastic differential game | Stochastischer Prozess | Stochastic process | Stochastisches Spiel | Stochastic game | Nash-Gleichgewicht | Korrelation | Correlation | Analysis | Mathematical analysis | Robustes Verfahren | Robust statistics | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.101949 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015405512