Futures market contracting. When you don't know who the optimists are

MaRDI QIDQ4352341zbMATH OpenFDO

Authors Ronald M. Harstad, Louis Phlips

Publication date 28 August 1997

zbMATH Keywords

inconsistent incomplete informationseparating equilibrium

Mathematics Subject Classification ID

Other game-theoretic models (91A40) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(1)

• Post-'87 crash fears in the S\&P 500 futures option market

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