Sequential payments and optimal pricing in payment systems

DOI10.1007/S10436-016-0287-3zbMATH Open1398.91714OpenAlexW2559325594MaRDI QIDQ2397790FDOQ2397790

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

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zbMATH Keywords

two-part tariffintraday liquidityRTGSpayment

Mathematics Subject Classification ID

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

Cites Work

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

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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