Liquidity generated by heterogeneous beliefs and costly estimations
DOI10.3934/nhm.2012.7.349zbMath1268.91179OpenAlexW2112292988MaRDI QIDQ1941602
Publication date: 21 March 2013
Published in: Networks and Heterogeneous Media (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/nhm.2012.7.349
heterogeneous beliefsmean field gamesliquidity risktrading volumeinformation costheterogeneous liquidityliquidity modelresearch costtransaction volume
Statistical methods; risk measures (91G70) Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Stochastic games, stochastic differential games (91A15) Auctions, bargaining, bidding and selling, and other market models (91B26) Heterogeneous agent models (91B69)
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