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The analysis of gamma strategies for a nonlinear black-scholes equation
(Maseno University, 2014)
There has been a significant growth in research in the field of financial mathematics
since the derivation of the standard Black-Scholes-Merton Partial
Differential Equation by Black and Scholes, and Merton in 1973. The ...
Computation of efficient nash equilibria for experimental economic games
(Maseno University, 2014)
Game theory has been used to study a wide variety of human and animal behaviors. It looks for states of equilibrium, sometimes called solutions. Nash equilibrium is the central solution concept with diverse applications ...