Essays on Market Microstructure and Pathwise Directional Derivatives

Essays on Market Microstructure and Pathwise Directional Derivatives

Wir befassen uns mit Gleichgewichtsproblemen, die bei dem Zusammentreffen von Märkten und Marktteilnehmern entstehen, zuerst in einem Modell mit konkurrierenden Märkten mit Feedback und asymmetrischer Information und dann mit strategisch interagierenden Händlern. Zudem untersuchen wir spezielle Rich...

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Bibliographic Details
Main Author:	Bielagk, Jana
Other Authors:	Horst, Ulrich
Format:	Doctoral Thesis
Language:	English
Published:	Humboldt-Universität zu Berlin 2018
Subjects:	Prinzipal-Agenten-Modell Gleichgewichtspreis stochastische Rückwärtsgleichung repräsentativer Agent Malliavin-Kalkül principal-agent model equilibrium pricing feedback performance concerns BSDE Malliavin calculus representative agent 510 Mathematik SK 980 ddc:510
Online Access:	http://edoc.hu-berlin.de/18452/19545 http://nbn-resolving.de/urn:nbn:de:kobv:11-110-18452/19545-0 http://dx.doi.org/10.18452/18817

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