Repeated games with asymmetric information modeling financial markets with two risky assets
DOI10.1051/RO/2013037zbMATH Open1282.91132OpenAlexW1967755330MaRDI QIDQ5397697FDOQ5397697
Authors: Viktor K. Domanskiĭ, Victoria L. Kreps 
Publication date: 24 February 2014
Published in: RAIRO - Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0eebdf9eaa67679860fe722b14ced643807e634d
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Auctions, bargaining, bidding and selling, and other market models (91B26) Sums of independent random variables; random walks (60G50) Multistage and repeated games (91A20) Financial applications of other theories (91G80)
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- In memory of Victoria Kreps (3 September 1945--3 March 2021)
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