On the strategic origin of Brownian motion in Finance
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Citations
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Cited by:
- Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe, 2016.
"On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 7-14.
- Marcel Ausloos & Franck Jovanovic & Christophe Schinckus, 2016. "On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis," Papers 1606.02045, arXiv.org.
- Marcel Ausloos & Franck Jovanovic & Christophe Schinckus, 2016. "On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis," Post-Print hal-03532890, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Jovanovic, Franck & Andreadakis, Stelios & Schinckus, Christophe, 2016. "Efficient market hypothesis and fraud on the market theory a new perspective for class actions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 177-190.
- Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
- Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Levine's Bibliography 321307000000000841, UCLA Department of Economics.
- Marina Sandomirskaia, 2017. "Repeated Bidding Games with Incomplete Information and Bounded Values: On the Exponential Speed of Convergence," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-7, March.
- Bernard De Meyer & Gaëtan Fournier, 2015.
"Price dynamics on a risk averse market with asymmetric information,"
Documents de travail du Centre d'Economie de la Sorbonne
15054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard de Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Post-Print halshs-01169563, HAL.
- Bernard de Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
- Fedor Sandomirskiy, 2018.
"On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values,"
Dynamic Games and Applications, Springer, vol. 8(1), pages 180-198, March.
- Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.
- De Meyer, Bernard, 2010.
"Price dynamics on a stock market with asymmetric information,"
Games and Economic Behavior, Elsevier, vol. 69(1), pages 42-71, May.
- Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
- Bernard de Meyer & Moussa Dabo, 2019. "The CMMV Pricing Model in Practice," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02383135, HAL.
- Bernard de Meyer & Moussa Dabo, 2019. "The CMMV Pricing Model in Practice," Post-Print halshs-02383135, HAL.
- Bernard De Meyer & Ehud Lehrer & Dinah Rosenberg, 2010. "Evaluating Information in Zero-Sum Games with Incomplete Information on Both Sides," Mathematics of Operations Research, INFORMS, vol. 35(4), pages 851-863, November.
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