Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black-Scholes equations.
Vassili N. KolokoltsovPublished in: Risk Decis. Anal. (2013)
Keyphrases
- theoretic analysis
- black scholes
- financial markets
- nonlinear equations
- numerical methods
- option pricing
- computer games
- fuzzy numbers
- video games
- game theoretic
- game theory
- stochastic differential equations
- differential equations
- stock exchange
- uncertain information
- game play
- game playing
- stock price
- nash equilibrium
- risk management
- decision makers
- probability distribution
- level set method
- artificial intelligence
- decision analysis
- partial differential equations
- stock market
- pattern recognition
- bayesian networks