Bidding games with several risky assets
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Publication:2947359
zbMATH Open1349.91117MaRDI QIDQ2947359FDOQ2947359
Authors: Viktor K. Domanskiĭ, Victoria L. Kreps 
Publication date: 22 September 2015
Full work available at URL: http://mathnet.ru/eng/mgta138
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Auctions, bargaining, bidding and selling, and other market models (91B26) Sums of independent random variables; random walks (60G50) Multistage and repeated games (91A20) Financial applications of other theories (91G80)
Cited In (11)
- In memory of Victoria Kreps (3 September 1945--3 March 2021)
- On repeated zero-sum games with incomplete information and asymptotically bounded values
- Multi-recastable e-bidding game with dual-blindness
- A bidding game with heterogeneous players
- On a modification of a multistage bidding model with an insider
- Bidding models and repeated games with incomplete information: a survey
- Repeated games with asymmetric information modeling financial markets with two risky assets
- Solution for one-stage bidding game with incomplete information
- On a modification of the multistage bidding model with continuous bids and asymmetric information
- Solution for a one-stage bidding game with incomplete information
- Discrete bidding strategies for a random incoming order
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