A Markov model for valuing asset prices in a dynamic bargaining market (Q5711167)
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scientific article; zbMATH DE number 2237354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov model for valuing asset prices in a dynamic bargaining market |
scientific article; zbMATH DE number 2237354 |
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A Markov model for valuing asset prices in a dynamic bargaining market (English)
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9 December 2005
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Markov chain
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limiting distribution
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Walrasian equilibrium
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market maker
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inventory
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irrational agents
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