5 citations · 9 across the 2 of their papers we have counts for
2 papers
math.OC2023★ 4 cited
Nash equilibria for relative investors with (non)linear price impact
Nicole Bäuerle, Tamara Göll
We consider the strategic interaction of investors who are able to influence a stock price process and at the same time measure their utilities relative to the other investors.…
math.OC2021★ 5 cited
Nash equilibria for relative investors via no-arbitrage arguments
Nicole Bäuerle, Tamara Göll
Within a common arbitrage-free semimartingale financial market we consider the problem of determining all Nash equilibrium investment strategies for agents who try to maximize…