On simulation of optimal strategies and Nash equilibrium in the financial market context
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Bibliographic InfoArticle provided by Springer in its journal Journal of Global Optimization.
Volume (Year): 48 (2010)
Issue (Month): 1 (September)
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Web page: http://www.springer.com/business/operations+research/journal/10898
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(01), pages 122-150, February.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
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