Repeated games with asymmetric information and random price fluctuations at finance markets: the case of countable state space
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Cited by:
- 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.
- 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.
- Domansky, Victor, 2013. "Symmetric representations of bivariate distributions," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1054-1061.
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Keywords
Multistage bidding; asymmetric information; repeated games; optimal strategy;All these keywords.
JEL classification:
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2009-06-17 (Contract Theory and Applications)
- NEP-GTH-2009-06-17 (Game Theory)
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