The limit-price mechanism.
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Publication:1401109
DOI10.1016/S0304-4068(03)00015-6zbMath1048.91050OpenAlexW2032445587WikidataQ61050792 ScholiaQ61050792MaRDI QIDQ1401109
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)00015-6
Noncooperative games (91A10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items
A market game with symmetric limit orders, Money as minimal complexity, Graphical exchange mechanisms, Endogenous leverage and asset pricing in double auctions, Strategic market games: an introduction., A strategic market game with limit prices., Nash-implementation of competitive equilibria via a bounded mechanism, Discrete Walrasian exchange process, Emergence of price-taking behavior, Equilibrium correspondence of linear exchange economies, Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices), Equilibria without the survival assumption, Nominal uniqueness and money non-neutrality in the limit-price exchange process, Perfect competition in an oligopoly (including bilateral monopoly), Cournot equilibrium without apology: existence and the Cournot inverse demand function, Walrasian equilibrium as limit of competitive equilibria without divisible goods
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