Repeated games with asymmetric information and random price fluctuations at finance markets
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Publication:2458427
DOI10.1007/s00182-007-0071-8zbMath1125.91018OpenAlexW2043912389MaRDI QIDQ2458427
Publication date: 31 October 2007
Published in: International Journal of Game Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00182-007-0071-8
Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26) Multistage and repeated games (91A20)
Related Items (7)
A multistage exchange trading model with asymmetric information and elements of bargaining ⋮ On repeated zero-sum games with incomplete information and asymptotically bounded values ⋮ Repeated Bidding Games with Incomplete Information and Bounded Values: On the Exponential Speed of Convergence ⋮ Price dynamics on a stock market with asymmetric information ⋮ Repeated games simulating exchange auction and recursive sequences ⋮ Bidding models and repeated games with incomplete information: a survey ⋮ Unnamed Item
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