scientific article; zbMATH DE number 3978759

MaRDI QIDQ3743049zbMATH OpenFDO

Authors H. Jerome Keisler

Publication date 1986

zbMATH Keywords

central marketexchange economyfinite set of commoditieslarge number of agentsnon- tâtonnement processNon-standard exchange economiesprobabilistic modelstability assumptions

Mathematics Subject Classification ID

Nonstandard models (03H99) General equilibrium theory (91B50)

Recommendations

• A price model with finitely many agents
• Fixed price approximability of the optimal gain from trade
• Price distortions under coarse reasoning with frequent trade
• Price dynamics in equilibrium models
• A model of dynamics of price formation with delay
• Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
• Price adjustment in an economy with Markov disturbance
• Bounded price variation models with rational expectations and price risk
• Equilibrium pricing and trading volume under preference uncertainty
• On a Boltzmann-type price formation model

Cited in

(5)

• Price-mediated trade with quantity signals: An axiomatic approach.
• Equilibrium prices in a random exchange economy with dependent agents
• Approximate tâtonnement processes
• On the Walrasian-Samuelson price adjustment model
• A Law of Large Numbers for Fast Price Adjustment

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3743049)