scientific article; zbMATH DE number 1054793

zbMATH Open0874.90222MaRDI QIDQ4352341FDOQ4352341

Authors: Ronald M. Harstad, Louis Phlips 

Publication date: 28 August 1997

Title of this publication is not available (Why is that?)

Recommendations

• Dynamic price formation in a futures market via double auctions
• A Mechanism-Design Approach to Speculative Trade
• Speculative securities
• Optimal speculative trade among large traders
• Speculation under unawareness

zbMATH Keywords

separating equilibriuminconsistent incomplete information

Mathematics Subject Classification ID

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

Cited In (1)

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

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 Q4352341)