Arbitrage-free pricing of multi-person game claims in discrete time.
Ivan GuoMarek RutkowskiPublished in: Finance Stochastics (2017)
Keyphrases
- financial markets
- game theory
- computer games
- game playing
- markov chain
- video games
- nash equilibrium
- virtual world
- game play
- game design
- educational games
- mechanism design
- game development
- game theoretic
- markov processes
- online game
- stock price
- board game
- monte carlo tree search
- pricing mechanism
- health insurance
- neural network
- finite state
- supply chain
- dynamic programming