Open AccessUncertainty and inside information
Author(s) -
Ioannis Baltas,
Athanasios N. Yannacopoulos
Publication year - 2016
Publication title -
journal of dynamics and games
Language(s) - English
Resource type - Journals
eISSN - 2164-6074
pISSN - 2164-6066
DOI - 10.3934/jdg.2016001
Subject(s) - exponential utility , differential game , mathematical optimization , computer science , mathematical economics , trading strategy , complete information , bellman equation , realization (probability) , private information retrieval , maximization , expected utility hypothesis , perfect information , economics , mathematics , econometrics , statistics , computer security