Game-theoretic model of financial markets with two risky assets
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References listed on IDEAS
- Jean-François Rouillard, 2017. "Credit Crunch and Downward Nominal Wage Rigidities," Cahiers de recherche 17-05, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised Apr 2019.
- Andersson, Ake E., 1981. "Structural change and technological development," Regional Science and Urban Economics, Elsevier, vol. 11(3), pages 351-361, August.
- Bruni, V. & Rossi, E. & Vitulano, D., 2014. "Automated restoration of semi-transparent degradation via Lie groups and visibility laws," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 106(C), pages 109-123.
- Domansky, V. & Kreps, V., 2011. "Game Theoretic Bidding Model: Strategic Aspects of Price Formation at Stock Markets," Journal of the New Economic Association, New Economic Association, issue 11, pages 39-62.
- Victor Domansky, 2007. "Repeated games with asymmetric information and random price fluctuations at finance markets," International Journal of Game Theory, Springer;Game Theory Society, vol. 36(2), pages 241-257, October.
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Keywords
financial market; random walk of prices; asymmetric information; repeated game; optimal strategy; extreme points of convex sets.;All these keywords.
JEL classification:
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
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