A Markov model for valuing asset prices in a dynamic bargaining market (Q5711167)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Markov model for valuing asset prices in a dynamic bargaining market |
scientific article; zbMATH DE number 2237354
Language | Label | Description | Also known as |
---|---|---|---|
English | A Markov model for valuing asset prices in a dynamic bargaining market |
scientific article; zbMATH DE number 2237354 |
Statements
A Markov model for valuing asset prices in a dynamic bargaining market (English)
0 references
9 December 2005
0 references
Markov chain
0 references
limiting distribution
0 references
Walrasian equilibrium
0 references
market maker
0 references
inventory
0 references
irrational agents
0 references