Law of Large Numbers for Dynamic Bargaining Markets

DOI10.1239/JAP/1208358950zbMATH Open1137.60052OpenAlexW2005751881MaRDI QIDQ5459907FDOQ5459907

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

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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)

Cites Work

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

Cited In (4)

• Title not available (Why is that?)
• Existence and uniqueness of a steady state for an OTC market with several assets
• A Law of Large Numbers for Fast Price Adjustment
• Aggregation and the law of large numbers in large economies

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