A multistage exchange trading model with asymmetric information and elements of bargaining

DOI10.3103/S0278641916010052zbMath1414.91049MaRDI QIDQ290004

Artem I. P'yanykh

Publication date: 1 June 2016

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

asymmetric informationmultistage gamesrepeated games with incomplete information

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26) Multistage and repeated games (91A20)

Cites Work

• On the strategic origin of Brownian motion in finance
• Repeated games simulating exchange auction and recursive sequences
• Repeated games with asymmetric information and random price fluctuations at finance markets
• Bargaining under Incomplete Information
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