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Convergence to no arbitrage equilibria in market games.

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Publication:1401107
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DOI10.1016/S0304-4068(03)00013-2zbMath1064.91005OpenAlexW2127847126MaRDI QIDQ1401107

Leonidas C. Koutsougeras

Publication date: 17 August 2003

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4068(03)00013-2


zbMATH Keywords

arbitragelaw of one pricemultiple posts


Mathematics Subject Classification ID

Noncooperative games (91A10) Auctions, bargaining, bidding and selling, and other market models (91B26)


Related Items (5)

Strategic market games: an introduction. ⋮ A strategic market game approach for the private provision of public goods ⋮ On Shapley-Shubik equilibria with financial markets ⋮ Convergence of strategic behavior to price taking ⋮ Large market games, the law of one price, and market structure




Cites Work

  • Unnamed Item
  • The market game: Existence and structure of equilibrium
  • A theory of money and financial institutions. 28. The noncooperative equilibria of a closed trading economy with market supply and bidding strategles
  • Non-Walrasian equilibria and the law of one price
  • A strategic market game with complete markets
  • Approximate Efficiency of Non-Walrasian Nash Equilibria




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