Questions tagged [game-theory]
The game-theory tag has no usage guidance.
6
questions with no upvoted or accepted answers
27
votes
0
answers
567
views
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 $Q-$ ...
- 401
2
votes
0
answers
273
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 ...
- 415
1
vote
0
answers
204
views
How can a top-of-the book market maker protect itself from exploiting?
Let's consider there is an instrument N traded on a single venue (centralized anonymous limit orderbook). Let's say that most taker orders are tiny, therefore the one who stays at the best bid/offer ...
- 43
1
vote
0
answers
81
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 ...
- 173
1
vote
0
answers
109
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 ...
- 111
0
votes
0
answers
52
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 ...
- 101