Law of Large Numbers for Dynamic Bargaining Markets

DOI10.1239/JAP/1208358950MaRDI QIDQ5459907zbMATH OpenOpenAlexFDO

Authors 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

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Auctions, bargaining, bidding and selling, and other market models (91B26) Limit theorems in probability theory (60F99)

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Cites work

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

Cited in

(4)

• Existence and uniqueness of a steady state for an OTC market with several assets
• scientific article; zbMATH DE number 6318810 (Why is no real title available?)
• A Law of Large Numbers for Fast Price Adjustment
• Aggregation and the law of large numbers in large economies

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