Sequential payments and optimal pricing in payment systems

DOI10.1007/S10436-016-0287-3MaRDI QIDQ2397790zbMATH OpenOpenAlexFDO

Authors Tomohiro Ota

Publication date 23 May 2017

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10436-016-0287-3

zbMATH Keywords

two-part tariffintraday liquidityRTGSpayment

Mathematics Subject Classification ID

Applications of game theory (91A80) Actuarial science and mathematical finance (91G99)

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• A duality theory of payment systems
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Cites work

• Endogenous Stackelberg leadership
• Endogenous sequencing of firm decisions
• Endogenous timing in duopoly games: Stackelberg or Cournot equilibria
• Repeated Games with Private Monitoring: Two Players
• The intraday liquidity management game

Cited in

(8)

• The intraday liquidity management game
• An agent-based model of payment systems
• A dynamic model of settlement
• A duality theory of payment systems
• Liquidity-saving mechanisms in collateral-based RTGS payment systems
• Pricing of payment cards, competition, and efficiency: a possible guide for SEPA
• Why does overnight liquidity cost more than intraday liquidity?
• Payments systems design in deterministic and private information environments

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