A multistage exchange trading model with asymmetric information and elements of bargaining
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Cites work
- scientific article; zbMATH DE number 41719 (Why is no real title available?)
- Bargaining under Incomplete Information
- On a modification of a multistage bidding model with an insider
- 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
- Repeated games with incomplete information. With the collaboration of Richard E. Stearns
- Solution for a one-stage bidding game with incomplete information
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