scientific article; zbMATH DE number 1998556

MaRDI QIDQ4433167zbMATH OpenFDO

Authors Elina V. Eguiazarova

Publication date 29 October 2003

zbMATH Keywords

Shapley value

Mathematics Subject Classification ID

Cooperative games (91A12)

Recommendations

• Informational efficiency with trading constraints: a characterization
• Information, liquidity, and asset trading in a random matching game
• scientific article; zbMATH DE number 509231
• Information-constrained optima with retrading: an externality and its market-based solution
• scientific article; zbMATH DE number 852299
• Strategic trading with information acquisition and long-memory stochastic liquidity
• Profitable informed trading in a simple general equilibrium model of asset pricing
• No-arbitrage for informational discrete time market models
• INFORMED OPPORTUNISTIC TRADING AND PRICE OPTIMAL CONTROL

Cited in

(1)

• scientific article; zbMATH DE number 1149742 (Why is no real title available?)

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 Q4433167)