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Game theory and applications in finance

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  • van Gulick, G.

    (Tilburg University, School of Economics and Management)

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  • van Gulick, G., 2010. "Game theory and applications in finance," Other publications TiSEM e4b6c334-f611-46fa-b2ef-7, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:e4b6c334-f611-46fa-b2ef-7ee8d0dc5347
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    References listed on IDEAS

    as
    1. Sprumont, Yves, 1990. "Population monotonic allocation schemes for cooperative games with transferable utility," Games and Economic Behavior, Elsevier, vol. 2(4), pages 378-394, December.
    2. Tsanakas, Andreas, 2004. "Dynamic capital allocation with distortion risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 223-243, October.
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    Cited by:

    1. Mirjam Groote Schaarsberg & Hans Reijnierse & Peter Borm, 2018. "On solving mutual liability problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(3), pages 383-409, June.
    2. Groote Schaarsberg, M. & Reijnierse, J.H. & Borm, P.E.M., 2013. "On Solving Liability Problems," Other publications TiSEM b7a1e268-bd6d-4177-8056-8, Tilburg University, School of Economics and Management.

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