A Markov model for valuing asset prices in a dynamic bargaining market

DOI10.1080/14697680500149016zbMath1134.91434OpenAlexW2000560487MaRDI QIDQ5711167

Masaaki Kijima, Yoshihiko Uchida

Publication date: 9 December 2005

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680500149016

zbMATH Keywords

inventoryMarkov chainlimiting distributionWalrasian equilibriummarket makerirrational agents

Mathematics Subject Classification ID

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

Related Items (1)

The impact of interaction and social learning on aggregate expectations

Cites Work

• Perfect Equilibrium in a Bargaining Model

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