Arbitrage and Equilibrium in Economies with Externalities.

Cuong Le Van Frank H. Page Jr.Myrna Holtz Wooders

Published in: J. Glob. Optim. (2001)

Keyphrases

game theoretic
nash equilibrium
game theory
stock price
market equilibrium
single commodity
variational inequalities
portfolio management
equilibrium point
games with incomplete information
real time
reinforcement learning
information technology
nash equilibria
transaction costs