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Price Dynamics on a Stock Market with Asymmetric Information

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  • Bernard De Meyer

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  • Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Levine's Bibliography 321307000000000841, UCLA Department of Economics.
    • Handle: RePEc:cla:levrem:321307000000000841
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    File URL: http://cowles.econ.yale.edu/P/cd/d16a/d1604.pdf
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    References listed on IDEAS

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    1. Mertens, Jean-François & ZAMIR, Shmuel, 1976. "The normal distribution and repeated games," LIDAM Reprints CORE 312, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107030206, September.
      • Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107662636, September.
    3. Hadiza Moussa Saley & Bernard De Meyer, 2003. "On the strategic origin of Brownian motion in finance," International Journal of Game Theory, Springer;Game Theory Society, vol. 31(2), pages 285-319.
    4. Alexandre Marino & Bernard De Meyer, 2005. "Continuous versus Discrete Market Games," Cowles Foundation Discussion Papers 1535, Cowles Foundation for Research in Economics, Yale University.
    5. Bernard de Meyer & Hadiza Moussa Saley, 2003. "On the strategic origin of Brownian motion in Finance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00259737, HAL.
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    Cited by:

    1. Pierre Cardaliaguet & Catherine Rainer, 2009. "On a Continuous-Time Game with Incomplete Information," Mathematics of Operations Research, INFORMS, vol. 34(4), pages 769-794, November.

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