Law of Large Numbers for Dynamic Bargaining Markets

DOI10.1239/jap/1208358950zbMath1137.60052OpenAlexW2005751881MaRDI QIDQ5459907

René Ferland, Gaston Giroux

Publication date: 30 April 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1208358950

zbMATH Keywords

functional law of large numbersmarket makersdynamic bargaining market

Mathematics Subject Classification ID

Related Items (2)

Existence and uniqueness of a steady state for an OTC market with several assets ⋮ Unnamed Item

Cites Work

• Mean field convergence of a model of multiple TCP connections through a buffer implementing RED
• Stably coalescent stochastic froths
• LAWS OF LARGE NUMBERS FOR PAIRWISE INTERACTING PARTICLE SYSTEMS
• The propagation of chaos of multitype mean field interacting particle systems
• Over-the-Counter Markets
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