Questions tagged [game-theory]

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Is there a relationship between Risk Neutral Pricing framework and Nash Equilibria?

Based on the Fundamental Theorem of Asset Pricing, the risk neutral price of a contingent claim on an asset in a liquid, arbitrage free market can be determined by switching to an equivalent $Q-$ ...
2
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0answers
255 views

Game theory and antagonistic games in trading

In one of the topic here, particularly in the comments, i saw a link to the page describing connection between Antagonistic Games and finances but i cannot find it now and would appreciate if somebody ...
1
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65 views

Mechanism design in continuous time models

I am interested in mechanism design and information design. Is there any part of the literature in financial mathematics that is associated with them. I mean could we bring somehow these topics under ...
1
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85 views

An example that mixes the stock market, game theory and linear programing

First of all i am not entirely sure if this is the correct place to discuss this problem but i shall give it a try. I'm currently doing an assignment for a degree in Linear Programing. My objective ...
0
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0answers
48 views

Mathematical Model in Overlapping games

Does anybody know, where can I find more details about the mathematical model of Karatzas and Shubik A Stochastic Overlapping Generation Economy with Inheritance, July 2000? I need some help and ...
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41 views

How can I know the distribution of how many shares were bought in specific price?

Given a stock and any time $t$, is there a way to find the distribution $f_t$ $$f_t: \text{price}\ p \rightarrow \text{in current time $t$, how many shares were bought in price $p$}$$ For example, a ...