A multistage exchange trading model with asymmetric information and elements of bargaining
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Publication:290004
DOI10.3103/S0278641916010052zbMATH Open1414.91049MaRDI QIDQ290004FDOQ290004
Authors: Artem I. P'yanykh 
Publication date: 1 June 2016
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
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Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26) Multistage and repeated games (91A20)
Cites Work
- Repeated games with incomplete information. With the collaboration of Richard E. Stearns
- Bargaining under Incomplete Information
- On the strategic origin of Brownian motion in finance
- Repeated games simulating exchange auction and recursive sequences
- Repeated games with asymmetric information and random price fluctuations at finance markets
- Solution for a one-stage bidding game with incomplete information
- Title not available (Why is that?)
- On a modification of a multistage bidding model with an insider
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