Repeated games with asymmetric information modeling financial markets with two risky assets

DOI10.1051/ro/2013037zbMath1282.91132OpenAlexW1967755330MaRDI QIDQ5397697

Victor C. Domansky, Victoria L. Kreps

Publication date: 24 February 2014

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0eebdf9eaa67679860fe722b14ced643807e634d

zbMATH Keywords

asymmetric informationrandom walkrepeated gamemultistage bidding model

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26) Multistage and repeated games (91A20)

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