Discovery Projects - Grant ID: DP120100895

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP120100895

Funding Status
Closed

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Funded Activity Summary

Multi-person stochastic games with idiosyncratic information flows. The project will develop rigorous mathematical techniques aiming to quantify the impact of different information flows on solutions to decision making problems under uncertainty that are frequently encountered in Financial Economics, Mathematical Finance and Social Sciences.

Funded Activity Details

Start Date: 31-03-2012

End Date: 31-12-2015

Funding Scheme: Discovery Projects

Funding Amount: $350,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Financial Mathematics | Stochastic Analysis and Modelling | Statistics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Financial Mathematics | Statistics | Stochastic Analysis and Modelling

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