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Game-theoretic modeling of market participants’ behavior: case of Russian adjustable-rate bonds with puts. (English) Zbl 1454.91303

Petrosyan, Leon A. (ed.) et al., Contributions to game theory and management. Volume XIII. Collected papers presented at the 13th international conference on game theory and management (GTM 2019), St. Petersburg, Russia, June 27–29, 2018. St. Petersburg: St. Petersburg State University. 347-359 (2020).
MSC:  91G20 91A25 91A80
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