A Markov model for valuing asset prices in a dynamic bargaining market (Q5711167): Difference between revisions

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Revision as of 01:20, 20 March 2024

scientific article; zbMATH DE number 2237354
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A Markov model for valuing asset prices in a dynamic bargaining market
scientific article; zbMATH DE number 2237354

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    A Markov model for valuing asset prices in a dynamic bargaining market (English)
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    9 December 2005
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    Markov chain
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    limiting distribution
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    Walrasian equilibrium
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    market maker
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    inventory
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    irrational agents
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