Nash Equilibria for Game Contingent Claims with Utility-Based Hedging.

Klebert Kentia Christoph Kühn

Published in: SIAM J. Control. Optim. (2018)

Keyphrases

nash equilibria
game theory
incomplete information
stochastic games
pure strategy
nash equilibrium
game theoretic
subgame perfect
fictitious play
multiagent learning
congestion games
normal form games
cooperative
financial markets
special case
mixed strategy
natural language
stackelberg game