Amortized Analysis of Asynchronous Price Dynamics
From MaRDI portal
Publication:5009575
Recommendations
- Asynchronous algorithms for computing equilibrium prices in a capital asset pricing model
- Asynchronous stochastic price pump
- A model of dynamics of price formation with delay
- Asymptotic pricing in large financial markets
- Price dynamics of a delay differential cobweb model
- Price asymptotics
- Analysis of a heterogeneous trader model for asset price dynamics
- Dynamical analysis for a model of asset prices with two delays
- Time-varying arbitrage and dynamic price discovery
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
Cites work
- A path to the Arrow-Debreu competitive market equilibrium
- A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities
- A simple, combinatorial algorithm for solving SDD systems in nearly-linear time
- An impossibility theorem for price-adjustment mechanisms
- Convergence of incentive-driven dynamics in Fisher markets
- Convergence time to Nash equilibrium in load balancing
- Distributed selfish load balancing
- Equilibrium Points of Bimatrix Games
- Global stability of the competitive economy involving complementary relations among commodities
- scientific article; zbMATH DE number 5485470 (Why is no real title available?)
- scientific article; zbMATH DE number 5485543 (Why is no real title available?)
- Improved algorithms for computing Fisher's market clearing prices
- Leontief economies encode nonzero sum two-player games
- Market equilibrium under separable, piecewise-linear, concave utilities
- Market equilibrium via a primal-dual algorithm for a convex program
- Market equilibrium via the excess demand function
- Natural algorithms
- On the Stability of the Competitive Equilibrium, II
- Proportional response dynamics in the Fisher market
- Revisiting log-linear learning: asynchrony, completeness and payoff-based implementation
- Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities
- Settling the complexity of computing two-player Nash equilibria
- Tatonnement beyond gross substitutes? Gradient descent to the rescue
- The complexity of computing a Nash equilibrium
- The Complexity of Non-Monotone Markets
- The logit-response dynamics
- The statistical mechanics of strategic interaction
Cited in
(2)
This page was built for publication: Amortized Analysis of Asynchronous Price Dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5009575)
