Stochastic differential game in high frequency market
Copyright policy )Stochastic differential game in high frequency market
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- University of Tokyo Japan
Stochastic games, stochastic differential games, high frequency market, forward-backward stochastic differential equations, differential games, Actuarial science and mathematical finance, stochastic control, Differential games (aspects of game theory), Nash equilibrium, Stochastic ordinary differential equations (aspects of stochastic analysis), application in finance
Stochastic games, stochastic differential games, high frequency market, forward-backward stochastic differential equations, differential games, Actuarial science and mathematical finance, stochastic control, Differential games (aspects of game theory), Nash equilibrium, Stochastic ordinary differential equations (aspects of stochastic analysis), application in finance
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